+3.7%
PEP vs MDLZ
+22.7%
-18.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +1.9% |
| 7D | +7.4% | +8.9% | -1.5% | +2.8% |
| 30D | +13.3% | +15.2% | -1.9% | +5.6% |
| 3M | +3.5% | +9.5% | -6.0% | -1.2% |
| 6M | -5.9% | +11.7% | -17.6% | -11.2% |
| YTD | +2.3% | +28.4% | -26.2% | -7.9% |
| 1Y | +3.7% | +24.4% | -20.7% | -6.1% |
| All | +3.7% | +22.7% | -18.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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