+4.4%
PEP vs MDLZ
+23.2%
-18.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.3% |
| 7D | +2.9% | +2.3% | +0.6% | +1.5% |
| 30D | +12.5% | +7.9% | +4.6% | +7.4% |
| 3M | +4.5% | +7.3% | -2.7% | +0.1% |
| 6M | -0.5% | +11.7% | -12.2% | -7.2% |
| YTD | +4.4% | +28.7% | -24.3% | -11.2% |
| 1Y | +4.4% | +22.8% | -18.4% | -8.7% |
| 3Y | -3.4% | +6.6% | -10.0% | -8.7% |
| All | +4.4% | +23.2% | -18.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling