+506.2%
MDLZ vs FDS
+1,633.9%
-1,127.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | -5.0% | +5.0% | +1.1% |
| 30D | +10.0% | +13.8% | -3.8% | +7.1% |
| 3M | +7.1% | +14.8% | -7.8% | +3.7% |
| 6M | +9.8% | +47.4% | -37.6% | +0.4% |
| YTD | +26.6% | +14.2% | +12.5% | +20.8% |
| 1Y | +20.3% | +26.6% | -6.3% | +12.0% |
| 3Y | +5.4% | -24.4% | +29.8% | +8.6% |
| 5Y | +22.2% | -22.6% | +44.9% | +24.1% |
| 10Y | +92.2% | +130.0% | -37.8% | +55.0% |
| All | +506.2% | +1,633.9% | -1,127.6% | +277.4% |
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