+24.4%
MDLZ vs PEG
-6.2%
+30.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +8.9% | +1.0% | +7.9% | +8.6% |
| 30D | +15.2% | +6.6% | +8.6% | +12.7% |
| 3M | +9.5% | -3.1% | +12.6% | +10.7% |
| 6M | +11.7% | -7.4% | +19.0% | +14.8% |
| YTD | +28.4% | -6.4% | +34.9% | +31.3% |
| 1Y | +24.4% | -7.4% | +31.9% | +27.8% |
| All | +24.4% | -6.2% | +30.6% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling