+22.9%
MDLZ vs FAST
+102.7%
-79.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +6.9% | +0.7% | +6.2% | +6.7% |
| 30D | +12.1% | +4.6% | +7.4% | +10.9% |
| 3M | +7.7% | +6.4% | +1.3% | +6.1% |
| 6M | +10.8% | +20.6% | -9.8% | +5.9% |
| YTD | +27.4% | +34.7% | -7.3% | +18.2% |
| 1Y | +23.5% | +29.7% | -6.1% | +15.6% |
| 3Y | +6.2% | +89.9% | -83.7% | -12.1% |
| 5Y | +22.9% | +105.0% | -82.1% | -4.8% |
| All | +22.9% | +102.7% | -79.8% | -4.8% |
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 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