+1,675.0%
FCX vs MDLZ
+453.0%
+1,222.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.0% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +10.1% | -1.6% | +11.6% | +10.8% |
| 3M | +20.2% | +0.9% | +19.3% | +17.9% |
| 6M | +29.7% | +7.3% | +22.3% | +22.0% |
| YTD | +51.9% | +16.4% | +35.5% | +35.9% |
| 1Y | +66.0% | +3.0% | +63.0% | +58.3% |
| 3Y | +102.7% | -3.7% | +106.5% | +95.1% |
| 5Y | +138.9% | +15.6% | +123.2% | +102.8% |
| 10Y | +701.1% | +79.0% | +622.1% | +417.7% |
| All | +1,675.0% | +453.0% | +1,222.1% | +516.8% |
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