+74.8%
MDLZ vs FE
+115.1%
-40.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | +1.9% | -3.7% | -2.5% |
| 30D | -2.1% | -1.2% | -0.9% | -1.7% |
| 3M | +1.3% | +3.5% | -2.2% | 0.0% |
| 6M | +6.2% | -6.1% | +12.3% | +8.5% |
| YTD | +15.8% | +7.6% | +8.2% | +12.5% |
| 1Y | +4.1% | +11.9% | -7.8% | -0.4% |
| 3Y | -4.1% | +48.4% | -52.5% | -18.1% |
| 5Y | +13.4% | +44.8% | -31.4% | -3.2% |
| All | +74.8% | +115.1% | -40.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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