+5.0%
MDLZ vs FDS
-23.5%
+28.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.1% |
| 30D | +8.2% | +14.1% | -5.8% | +6.7% |
| 3M | +8.0% | +19.8% | -11.8% | +5.7% |
| 6M | +9.7% | +55.0% | -45.2% | +4.6% |
| YTD | +26.9% | +15.9% | +11.0% | +25.0% |
| 1Y | +20.9% | +24.2% | -3.3% | +17.3% |
| All | +5.0% | -23.5% | +28.5% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling