+15.6%
MDLZ vs PEG
+38.2%
-22.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | -1.6% | -1.9% | +0.3% | -1.0% |
| 3M | +0.9% | -3.7% | +4.6% | +2.2% |
| 6M | +7.3% | -9.4% | +16.8% | +10.9% |
| YTD | +16.4% | -6.0% | +22.4% | +18.6% |
| 1Y | +3.0% | -4.4% | +7.3% | +4.2% |
| 3Y | -3.7% | +33.5% | -37.2% | -17.6% |
| 5Y | +15.6% | +35.7% | -20.1% | -2.2% |
| All | +15.6% | +38.2% | -22.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling