-51.7%
FIG vs MDLZ
+22.7%
-74.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.8% | +5.4% |
| 7D | -4.7% | +8.9% | -13.6% | -3.8% |
| 30D | +0.5% | +15.2% | -14.7% | +2.3% |
| 3M | -18.4% | +9.5% | -27.9% | -17.6% |
| 6M | +10.9% | +11.7% | -0.8% | +11.5% |
| YTD | -40.8% | +28.4% | -69.2% | -38.5% |
| 1Y | -51.7% | +24.4% | -76.1% | -49.5% |
| All | -51.7% | +22.7% | -74.3% | -49.5% |
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