+5.8%
MDLZ vs FDS
-23.2%
+29.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.7% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +11.2% | +20.2% | -9.0% | +9.0% |
| 3M | +6.1% | +19.9% | -13.7% | +3.9% |
| 6M | +8.6% | +56.2% | -47.6% | +3.5% |
| YTD | +25.8% | +14.6% | +11.3% | +24.2% |
| 1Y | +21.7% | +31.6% | -9.9% | +16.5% |
| 3Y | +5.8% | -23.8% | +29.6% | +10.7% |
| All | +5.8% | -23.2% | +29.0% | +10.7% |
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