+107.6%
MDLZ vs FCEL
-99.1%
+206.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.0% | +1.5% |
| 7D | +2.3% | -2.8% | +5.1% | +2.3% |
| 30D | +7.9% | -31.6% | +39.6% | +8.3% |
| 3M | +7.3% | -52.4% | +59.7% | +8.0% |
| 6M | +11.7% | -51.4% | +63.1% | +11.6% |
| YTD | +28.7% | +32.4% | -3.7% | +25.9% |
| 1Y | +22.8% | +37.5% | -14.7% | +19.8% |
| 3Y | +6.6% | -69.3% | +75.9% | +4.9% |
| 5Y | +23.2% | -97.1% | +120.3% | +24.7% |
| All | +107.6% | -99.1% | +206.7% | +103.6% |
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