+23.0%
MDLZ vs FDX
+74.7%
-51.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +2.3% | +5.2% | -2.9% | +1.7% |
| 30D | +7.9% | +11.3% | -3.3% | +6.6% |
| 3M | +7.3% | -4.1% | +11.4% | +7.7% |
| 6M | +11.7% | +9.6% | +2.0% | +10.2% |
| YTD | +28.7% | +40.9% | -12.2% | +22.9% |
| 1Y | +22.8% | +53.0% | -30.3% | +16.0% |
| 3Y | +6.6% | +74.1% | -67.5% | -2.7% |
| All | +23.0% | +74.7% | -51.6% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling