+454.2%
MDLZ vs FDS
+1,502.5%
-1,048.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.4% |
| 7D | -1.7% | -1.9% | +0.2% | -1.4% |
| 30D | -2.1% | +9.0% | -11.1% | -3.9% |
| 3M | +1.3% | +18.9% | -17.5% | -2.6% |
| 6M | +6.2% | +35.1% | -28.9% | -1.4% |
| YTD | +15.8% | +5.5% | +10.3% | +12.6% |
| 1Y | +4.1% | -16.8% | +20.9% | +6.0% |
| 3Y | -4.1% | -28.1% | +24.0% | 0.0% |
| 5Y | +13.4% | -17.4% | +30.8% | +13.7% |
| 10Y | +75.7% | +85.4% | -9.7% | +47.9% |
| All | +454.2% | +1,502.5% | -1,048.2% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling