+22.2%
MDLZ vs FCEL
-96.5%
+118.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.7% | -1.2% |
| 7D | +1.7% | -11.2% | +12.9% | +1.7% |
| 30D | +11.2% | -45.8% | +57.0% | +11.4% |
| 3M | +6.1% | -51.0% | +57.1% | +6.4% |
| 6M | +8.6% | -22.2% | +30.8% | +6.8% |
| YTD | +25.8% | +36.3% | -10.4% | +21.9% |
| 1Y | +21.7% | +29.0% | -7.3% | +17.8% |
| 3Y | +5.8% | -70.9% | +76.7% | +3.8% |
| All | +22.2% | -96.5% | +118.7% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling