+131.5%
MDLZ vs FCUV
-94.7%
+226.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +136.0% | -134.5% | +1.5% |
| 7D | +2.3% | +148.8% | -146.5% | +2.4% |
| 30D | +7.9% | +95.0% | -87.1% | +8.0% |
| 3M | +7.3% | +27.8% | -20.5% | +7.3% |
| 6M | +11.7% | +121.0% | -109.3% | +12.0% |
| YTD | +28.7% | -78.1% | +106.9% | +29.1% |
| 1Y | +22.8% | -94.3% | +117.0% | +23.1% |
| 3Y | +6.6% | -98.9% | +105.5% | +6.8% |
| 5Y | +23.2% | -99.7% | +122.9% | +23.4% |
| 10Y | +108.7% | -98.2% | +206.9% | +113.5% |
| All | +131.5% | -94.7% | +226.2% | +139.8% |
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