-80.3%
FIG vs MDLZ
-1.5%
-78.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.6% |
| 7D | -16.4% | 0.0% | -16.4% | -16.3% |
| 30D | -2.3% | -1.6% | -0.8% | -2.5% |
| 3M | +7.8% | +0.9% | +6.9% | +7.1% |
| 6M | -21.8% | +7.3% | -29.2% | -20.6% |
| YTD | -39.1% | +16.4% | -55.6% | -37.7% |
| 1Y | -56.6% | +3.0% | -59.6% | -58.2% |
| All | -80.3% | -1.5% | -78.8% | -79.7% |
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