+454.2%
MDLZ vs FCEL
-100.0%
+554.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.7% | -15.8% | +14.1% | -1.3% |
| 30D | -2.1% | -29.3% | +27.2% | -1.3% |
| 3M | +1.3% | -30.1% | +31.5% | +1.2% |
| 6M | +6.2% | +74.4% | -68.2% | +2.1% |
| YTD | +15.8% | +104.5% | -88.7% | +10.4% |
| 1Y | +4.1% | +281.4% | -277.3% | -3.5% |
| 3Y | -4.1% | -66.1% | +62.0% | -6.5% |
| 5Y | +13.4% | -91.9% | +105.2% | +13.2% |
| 10Y | +75.7% | -99.2% | +175.0% | +70.9% |
| All | +454.2% | -100.0% | +554.2% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling