+3.2%
MDLZ vs PEG
-6.5%
+9.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | 0.0% | -1.0% | +0.9% | +0.2% |
| 30D | +1.4% | -2.6% | +4.1% | +2.3% |
| 3M | 0.0% | -7.6% | +7.6% | +2.8% |
| 6M | +9.1% | -12.2% | +21.3% | +13.8% |
| YTD | +17.9% | -8.1% | +26.0% | +21.1% |
| 1Y | +3.2% | -7.0% | +10.2% | +7.0% |
| All | +3.2% | -6.5% | +9.7% | +7.0% |
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