+454.2%
MDLZ vs FAST
+4,121.6%
-3,667.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 6M | +6.2% | +8.0% | -1.8% | +4.0% |
| YTD | +15.8% | +25.6% | -9.8% | +9.2% |
| 1Y | +4.1% | +0.8% | +3.3% | +3.2% |
| 3Y | -4.1% | +86.1% | -90.2% | -18.9% |
| 5Y | +13.4% | +100.2% | -86.9% | -6.6% |
| 10Y | +75.7% | +494.2% | -418.4% | +10.6% |
| All | +454.2% | +4,121.6% | -3,667.3% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling