+22.2%
MDLZ vs FAST
+110.9%
-88.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | -0.1% |
| 7D | +0.1% | +3.8% | -3.8% | -0.8% |
| 30D | +10.0% | +8.1% | +1.9% | +8.0% |
| 3M | +7.1% | +5.8% | +1.3% | +5.6% |
| 6M | +9.8% | +24.9% | -15.0% | +4.1% |
| YTD | +26.6% | +38.9% | -12.3% | +16.7% |
| 1Y | +20.3% | +36.5% | -16.1% | +11.3% |
| 3Y | +5.4% | +98.1% | -92.7% | -13.7% |
| 5Y | +22.2% | +109.3% | -87.1% | -4.9% |
| All | +22.2% | +110.9% | -88.7% | -4.9% |
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 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