+102.0%
MDLZ vs FCEL
-99.1%
+201.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | +0.2% |
| 7D | +2.2% | -8.3% | +10.5% | +2.2% |
| 30D | +10.1% | -43.0% | +53.1% | +10.8% |
| 3M | +9.1% | -48.2% | +57.3% | +9.7% |
| 6M | +10.0% | -25.0% | +34.9% | +9.0% |
| YTD | +26.8% | +40.6% | -13.8% | +23.9% |
| 1Y | +22.5% | +36.0% | -13.5% | +19.6% |
| 3Y | +5.3% | -66.7% | +72.0% | +3.5% |
| 5Y | +21.4% | -96.7% | +118.1% | +22.7% |
| 10Y | +102.0% | -99.0% | +201.1% | +96.5% |
| All | +102.0% | -99.1% | +201.2% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling