+507.3%
MDLZ vs PCG
+80.4%
+426.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.2% |
| 30D | +8.2% | -2.7% | +10.9% | +8.5% |
| 3M | +8.0% | -25.1% | +33.1% | +10.6% |
| 6M | +9.7% | -22.3% | +32.0% | +12.0% |
| YTD | +26.9% | -18.5% | +45.4% | +28.8% |
| 1Y | +20.9% | -21.8% | +42.7% | +23.2% |
| 3Y | +5.3% | -21.0% | +26.3% | +6.8% |
| 5Y | +21.4% | +8.1% | +13.3% | +18.9% |
| 10Y | +105.7% | -76.6% | +182.3% | +123.7% |
| All | +507.3% | +80.4% | +426.9% | +449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling