+92.2%
MDLZ vs PCG
-77.2%
+169.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +0.1% | -1.1% | +1.1% | +0.2% |
| 30D | +10.0% | +0.1% | +9.9% | +10.0% |
| 3M | +7.1% | -24.4% | +31.5% | +8.7% |
| 6M | +9.8% | -17.7% | +27.5% | +10.8% |
| YTD | +26.6% | -17.4% | +44.1% | +27.8% |
| 1Y | +20.3% | -19.4% | +39.7% | +21.6% |
| 3Y | +5.4% | -18.6% | +24.0% | +6.2% |
| 5Y | +22.2% | +10.2% | +12.0% | +20.9% |
| 10Y | +92.2% | -76.7% | +168.9% | +91.4% |
| All | +92.2% | -77.2% | +169.4% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling