+4.4%
PEP vs MDLZ
+22.7%
-18.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.5% |
| 7D | +2.9% | +2.3% | +0.6% | +1.7% |
| 30D | +12.5% | +7.9% | +4.6% | +8.2% |
| 3M | +4.5% | +7.3% | -2.7% | +0.8% |
| 6M | -0.5% | +11.7% | -12.2% | -6.2% |
| YTD | +4.4% | +28.7% | -24.3% | -6.0% |
| 1Y | +4.4% | +22.8% | -18.4% | -5.7% |
| All | +4.4% | +22.7% | -18.3% | -5.7% |
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