+81.7%
MDLZ vs FANG
+182.5%
-100.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.9% | +2.9% | -1.0% | +1.7% |
| 30D | +0.4% | +2.6% | -2.2% | +0.2% |
| 3M | -0.6% | +7.6% | -8.2% | -1.2% |
| 6M | +14.7% | +17.3% | -2.6% | +13.3% |
| YTD | +18.0% | +38.7% | -20.7% | +15.2% |
| 1Y | +4.1% | +51.6% | -47.5% | +1.0% |
| 3Y | -4.6% | +50.0% | -54.5% | -8.3% |
| 5Y | +18.4% | +237.6% | -219.2% | +5.6% |
| All | +81.7% | +182.5% | -100.8% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling