+79.0%
MDLZ vs FDX
+178.0%
-99.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | -1.6% | -1.4% | -0.2% | -1.4% |
| 3M | +0.9% | -4.5% | +5.4% | +1.5% |
| 6M | +7.3% | +9.4% | -2.1% | +5.0% |
| YTD | +16.4% | +36.0% | -19.6% | +9.2% |
| 1Y | +3.0% | +75.5% | -72.6% | -8.1% |
| 3Y | -3.7% | +62.8% | -66.5% | -14.9% |
| 5Y | +15.6% | +64.4% | -48.8% | -0.4% |
| 10Y | +79.0% | +175.5% | -96.5% | +19.5% |
| All | +79.0% | +178.0% | -99.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling