+74.8%
MDLZ vs FAST
+492.5%
-417.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | -1.7% | -0.4% | -1.4% | -1.7% |
| 30D | -2.1% | -0.8% | -1.3% | -2.0% |
| 3M | +1.3% | +5.8% | -4.4% | -0.4% |
| 6M | +6.2% | +8.0% | -1.8% | +3.5% |
| YTD | +15.8% | +25.6% | -9.8% | +7.9% |
| 1Y | +4.1% | +0.8% | +3.3% | +3.0% |
| 3Y | -4.1% | +86.1% | -90.2% | -22.2% |
| 5Y | +13.4% | +100.2% | -86.9% | -11.3% |
| All | +74.8% | +492.5% | -417.7% | +8.1% |
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