+107.6%
MDLZ vs PCG
-76.0%
+183.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.3% |
| 7D | +2.3% | +2.2% | +0.1% | +2.2% |
| 30D | +7.9% | +0.8% | +7.2% | +7.9% |
| 3M | +7.3% | -23.8% | +31.1% | +8.8% |
| 6M | +11.7% | -19.6% | +31.3% | +12.9% |
| YTD | +28.7% | -16.7% | +45.5% | +29.8% |
| 1Y | +22.8% | -19.4% | +42.1% | +24.0% |
| 3Y | +6.6% | -18.3% | +24.9% | +7.4% |
| 5Y | +23.2% | +10.4% | +12.8% | +21.8% |
| All | +107.6% | -76.0% | +183.6% | +104.8% |
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