+79.0%
MDLZ vs FCEL
-99.0%
+178.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.8% | -18.2% | +0.3% |
| 7D | 0.0% | +4.0% | -3.9% | -0.1% |
| 30D | -1.6% | -13.1% | +11.5% | -1.5% |
| 3M | +0.9% | +14.6% | -13.7% | 0.0% |
| 6M | +7.3% | +133.7% | -126.3% | +4.5% |
| YTD | +16.4% | +143.0% | -126.5% | +13.2% |
| 1Y | +3.0% | +320.9% | -317.9% | -1.2% |
| 3Y | -3.7% | -58.9% | +55.2% | -5.4% |
| 5Y | +15.6% | -89.7% | +105.3% | +14.9% |
| 10Y | +79.0% | -99.1% | +178.0% | +77.4% |
| All | +79.0% | -99.0% | +178.0% | +77.4% |
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