+22.2%
MDLZ vs FAST
+103.6%
-81.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +11.2% | +6.9% | +4.3% | +9.5% |
| 3M | +6.1% | +4.8% | +1.3% | +4.9% |
| 6M | +8.6% | +19.8% | -11.2% | +3.9% |
| YTD | +25.8% | +34.9% | -9.0% | +16.7% |
| 1Y | +21.7% | +32.8% | -11.1% | +13.2% |
| 3Y | +5.8% | +93.7% | -87.9% | -12.9% |
| All | +22.2% | +103.6% | -81.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling