+22.5%
MDLZ vs FCEL
+31.5%
-9.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | 0.0% |
| 7D | +2.2% | -8.3% | +10.5% | +2.0% |
| 30D | +10.1% | -43.0% | +53.1% | +8.8% |
| 3M | +9.1% | -48.2% | +57.3% | +7.7% |
| 6M | +10.0% | -25.0% | +34.9% | +6.2% |
| YTD | +26.8% | +40.6% | -13.8% | +19.3% |
| 1Y | +22.5% | +36.0% | -13.5% | +14.9% |
| All | +22.5% | +31.5% | -9.0% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling