-4.6%
MDLZ vs FANG
+45.3%
-49.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.9% | +2.9% | -1.0% | +1.9% |
| 30D | +0.4% | +2.6% | -2.2% | +0.4% |
| 3M | -0.6% | +7.6% | -8.2% | -0.8% |
| 6M | +14.7% | +17.3% | -2.6% | +14.4% |
| YTD | +18.0% | +38.7% | -20.7% | +17.4% |
| 1Y | +4.1% | +51.6% | -47.5% | +3.8% |
| 3Y | -4.6% | +50.0% | -54.5% | -5.9% |
| All | -4.6% | +45.3% | -49.8% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling