+79.0%
MDLZ vs FDS
+77.6%
+1.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.7% |
| 7D | 0.0% | -5.4% | +5.4% | +1.5% |
| 30D | -1.6% | +1.6% | -3.1% | -2.1% |
| 3M | +0.9% | +17.7% | -16.9% | -4.1% |
| 6M | +7.3% | +29.1% | -21.7% | -1.6% |
| YTD | +16.4% | +1.0% | +15.5% | +14.2% |
| 1Y | +3.0% | -21.6% | +24.6% | +9.0% |
| 3Y | -3.7% | -30.1% | +26.4% | +4.4% |
| 5Y | +15.6% | -20.7% | +36.4% | +16.7% |
| 10Y | +79.0% | +78.3% | +0.7% | +31.1% |
| All | +79.0% | +77.6% | +1.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling