+454.2%
MDLZ vs PPG
+661.3%
-207.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -1.7% | -1.5% | -0.3% | -1.3% |
| 30D | -2.1% | -5.0% | +2.8% | -0.6% |
| 3M | +1.3% | +1.1% | +0.2% | +0.5% |
| 6M | +6.2% | -3.2% | +9.4% | +6.2% |
| YTD | +15.8% | +11.9% | +3.9% | +10.5% |
| 1Y | +4.1% | +5.3% | -1.2% | +1.1% |
| 3Y | -4.1% | -15.0% | +10.9% | -1.9% |
| 5Y | +13.4% | -19.6% | +33.0% | +15.4% |
| 10Y | +75.7% | +27.0% | +48.7% | +48.3% |
| All | +454.2% | +661.3% | -207.0% | +169.3% |
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