+139.8%
FTNT vs MDLZ
-2.9%
+142.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -0.1% | +1.9% | -2.0% | +0.1% |
| 30D | -3.0% | +0.4% | -3.4% | -2.9% |
| 3M | +7.6% | -0.6% | +8.2% | +7.8% |
| 6M | +87.0% | +14.7% | +72.2% | +88.5% |
| YTD | +96.5% | +18.0% | +78.6% | +98.3% |
| 1Y | +92.9% | +4.1% | +88.8% | +95.0% |
| 3Y | +139.8% | -4.6% | +144.4% | +137.1% |
| All | +139.8% | -2.9% | +142.7% | +137.1% |
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