+509.0%
PEP vs MDLZ
+449.8%
+59.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.4% | -1.7% | +0.3% | -0.6% |
| 30D | +0.2% | -2.1% | +2.3% | +1.3% |
| 3M | -1.1% | +1.3% | -2.4% | -1.8% |
| 6M | -13.5% | +6.2% | -19.7% | -16.3% |
| YTD | -1.2% | +15.8% | -17.0% | -8.5% |
| 1Y | -1.6% | +4.1% | -5.7% | -4.1% |
| 3Y | -12.5% | -4.1% | -8.4% | -11.8% |
| 5Y | +3.0% | +13.4% | -10.3% | -4.2% |
| 10Y | +73.9% | +75.7% | -1.8% | +33.9% |
| All | +509.0% | +449.8% | +59.1% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling