+108.2%
MDLZ vs FCUV
-87.2%
+195.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.7% | +13.4% | -0.3% |
| 7D | -1.7% | +62.8% | -64.6% | -1.7% |
| 30D | -2.1% | +66.5% | -68.6% | -2.1% |
| 3M | +1.3% | +459.9% | -458.6% | +1.6% |
| 6M | +6.2% | -12.4% | +18.6% | +6.5% |
| YTD | +15.8% | -47.5% | +63.3% | +16.1% |
| 1Y | +4.1% | -80.5% | +84.6% | +4.4% |
| 3Y | -4.1% | -97.6% | +93.5% | -3.9% |
| 5Y | +13.4% | -99.5% | +112.9% | +13.5% |
| 10Y | +75.7% | -95.8% | +171.5% | +79.8% |
| All | +108.2% | -87.2% | +195.4% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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