+516.3%
MDLZ vs PPG
+734.0%
-217.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | +7.9% | +17.6% | -9.6% | +2.6% |
| 3M | +7.3% | +7.5% | -0.2% | +4.7% |
| 6M | +11.7% | +17.6% | -5.9% | +5.5% |
| YTD | +28.7% | +22.6% | +6.2% | +19.3% |
| 1Y | +22.8% | +28.0% | -5.2% | +12.2% |
| 3Y | +6.6% | +1.8% | +4.8% | +3.1% |
| 5Y | +23.2% | -15.5% | +38.7% | +23.5% |
| 10Y | +108.7% | +54.9% | +53.8% | +65.7% |
| All | +516.3% | +734.0% | -217.8% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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