+107.6%
MDLZ vs FAST
+541.9%
-434.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +2.3% | +4.2% | -1.8% | +1.1% |
| 30D | +7.9% | +6.7% | +1.3% | +6.0% |
| 3M | +7.3% | +8.0% | -0.8% | +4.8% |
| 6M | +11.7% | +27.4% | -15.7% | +4.0% |
| YTD | +28.7% | +40.5% | -11.8% | +16.1% |
| 1Y | +22.8% | +38.4% | -15.6% | +11.2% |
| 3Y | +6.6% | +98.7% | -92.1% | -15.2% |
| 5Y | +23.2% | +106.7% | -83.5% | -4.7% |
| All | +107.6% | +541.9% | -434.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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