+87.9%
MDLZ vs PEG
+136.9%
-48.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.2% |
| 7D | 0.0% | -1.0% | +0.9% | +0.3% |
| 30D | +1.4% | -2.6% | +4.1% | +2.5% |
| 3M | 0.0% | -7.6% | +7.6% | +3.3% |
| 6M | +9.1% | -12.2% | +21.3% | +15.0% |
| YTD | +17.9% | -8.1% | +26.0% | +21.7% |
| 1Y | +3.2% | -7.0% | +10.2% | +5.8% |
| 3Y | -2.5% | +30.6% | -33.1% | -16.6% |
| 5Y | +17.6% | +34.4% | -16.8% | -1.9% |
| 10Y | +87.9% | +146.5% | -58.5% | +10.5% |
| All | +87.9% | +136.9% | -48.9% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling