+20.9%
MDLZ vs FAST
+37.0%
-16.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | -1.0% | +4.3% | -5.3% | -2.0% |
| 30D | +7.9% | +8.3% | -0.4% | +6.0% |
| 3M | +8.9% | +6.5% | +2.4% | +7.4% |
| 6M | +10.5% | +29.5% | -19.0% | +4.0% |
| YTD | +27.1% | +41.3% | -14.1% | +13.0% |
| 1Y | +20.9% | +37.4% | -16.5% | +8.8% |
| All | +20.9% | +37.0% | -16.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling