+506.2%
MDLZ vs PEG
+714.1%
-207.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +10.0% | +3.8% | +6.2% | +8.6% |
| 3M | +7.1% | +0.1% | +7.0% | +6.9% |
| 6M | +9.8% | -1.0% | +10.8% | +10.0% |
| YTD | +26.6% | -4.1% | +30.8% | +28.0% |
| 1Y | +20.3% | -6.9% | +27.2% | +22.8% |
| 3Y | +5.4% | +35.6% | -30.2% | -6.8% |
| 5Y | +22.2% | +42.8% | -20.5% | +5.5% |
| 10Y | +92.2% | +160.2% | -68.1% | +34.4% |
| All | +506.2% | +714.1% | -207.8% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling