+5.3%
MDLZ vs PCG
-18.6%
+23.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.2% | -0.5% | +2.6% | +2.3% |
| 30D | +10.1% | +0.8% | +9.4% | +10.0% |
| 3M | +9.1% | -22.0% | +31.1% | +13.3% |
| 6M | +10.0% | -17.1% | +27.1% | +12.6% |
| YTD | +26.8% | -16.9% | +43.7% | +29.9% |
| 1Y | +22.5% | -19.1% | +41.6% | +26.1% |
| 3Y | +5.3% | -19.4% | +24.7% | +7.9% |
| All | +5.3% | -18.6% | +23.9% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling