-80.8%
FIG vs MDLZ
-0.2%
-80.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -12.2% | +1.7% | -13.9% | -12.0% |
| 30D | -11.0% | +1.1% | -12.1% | -10.8% |
| 3M | +11.9% | -1.8% | +13.7% | +8.9% |
| 6M | -21.9% | +12.3% | -34.2% | -19.2% |
| YTD | -40.8% | +18.0% | -58.8% | -39.2% |
| 1Y | -56.6% | +3.8% | -60.4% | -57.8% |
| All | -80.8% | -0.2% | -80.7% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling