+509.7%
MDLZ vs FAST
+4,425.3%
-3,915.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 6M | +10.8% | +20.6% | -9.8% | +5.8% |
| 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% | -10.5% |
| 5Y | +22.9% | +105.0% | -82.1% | +0.7% |
| 10Y | +99.6% | +594.2% | -494.6% | +21.3% |
| All | +509.7% | +4,425.3% | -3,915.6% | +149.3% |
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