+502.4%
MDLZ vs FE
+349.6%
+152.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | +11.2% | +4.1% | +7.0% | +9.8% |
| 3M | +6.1% | -1.0% | +7.2% | +6.5% |
| 6M | +8.6% | +4.0% | +4.5% | +7.1% |
| YTD | +25.8% | +6.8% | +19.0% | +23.1% |
| 1Y | +21.7% | +5.3% | +16.4% | +19.6% |
| 3Y | +5.8% | +44.6% | -38.8% | -6.4% |
| 5Y | +21.4% | +44.2% | -22.8% | +6.6% |
| 10Y | +97.2% | +107.3% | -10.0% | +51.0% |
| All | +502.4% | +349.6% | +152.8% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling