+10.8%
MDLZ vs PCG
-17.9%
+28.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | +6.9% | 0.0% | +6.9% | +6.9% |
| 30D | +12.1% | +5.8% | +6.2% | +11.7% |
| 3M | +7.7% | -22.8% | +30.4% | +10.0% |
| 6M | +10.8% | -18.4% | +29.2% | +12.6% |
| All | +10.8% | -17.9% | +28.7% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling