-55.8%
FIG vs MDLZ
+3.3%
-59.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | -16.3% | -1.7% | -14.6% | -16.6% |
| 30D | -14.3% | -2.1% | -12.2% | -14.7% |
| 3M | +7.2% | +1.3% | +5.8% | +7.0% |
| 6M | -18.6% | +6.2% | -24.8% | -17.0% |
| YTD | -35.5% | +15.8% | -51.2% | -31.8% |
| 1Y | -55.8% | +4.1% | -59.9% | -56.8% |
| All | -55.8% | +3.3% | -59.1% | -56.8% |
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 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