+206.8%
MDLZ vs FANG
+1,373.6%
-1,166.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | 0.0% | -1.7% | +1.8% | +0.2% |
| 30D | -1.6% | +6.8% | -8.3% | -2.1% |
| 3M | +0.9% | +1.3% | -0.4% | +0.7% |
| 6M | +7.3% | +11.8% | -4.5% | +6.2% |
| YTD | +16.4% | +35.1% | -18.6% | +13.4% |
| 1Y | +3.0% | +48.9% | -46.0% | -0.6% |
| 3Y | -3.7% | +42.8% | -46.5% | -7.8% |
| 5Y | +15.6% | +230.3% | -214.7% | +1.4% |
| 10Y | +79.0% | +167.0% | -88.1% | +46.1% |
| All | +206.8% | +1,373.6% | -1,166.8% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling