+15.0%
MDLZ vs FDS
-16.8%
+31.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.5% |
| 30D | -2.1% | +9.0% | -11.1% | -3.5% |
| 3M | +1.3% | +18.9% | -17.5% | -1.7% |
| 6M | +6.2% | +35.1% | -28.9% | +0.6% |
| YTD | +15.8% | +5.5% | +10.3% | +14.6% |
| 1Y | +4.1% | -16.8% | +20.9% | +8.3% |
| 3Y | -4.1% | -28.1% | +24.0% | +2.3% |
| All | +15.0% | -16.8% | +31.8% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling