-83.2%
FIG vs MDLZ
+8.9%
-92.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.8% |
| 7D | +3.4% | +2.3% | +1.1% | +3.5% |
| 30D | -9.5% | +7.9% | -17.4% | -8.9% |
| 3M | -26.2% | +7.3% | -33.4% | -25.8% |
| 6M | +2.7% | +11.7% | -9.0% | +3.0% |
| YTD | -48.0% | +28.7% | -76.7% | -46.2% |
| 1Y | -52.0% | +22.8% | -74.8% | -50.7% |
| All | -83.2% | +8.9% | -92.1% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling