+454.2%
MDLZ vs FE
+352.9%
+101.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | +1.9% | -3.7% | -2.3% |
| 30D | -2.1% | -1.2% | -0.9% | -1.8% |
| 3M | +1.3% | +3.5% | -2.2% | +0.2% |
| 6M | +6.2% | -6.1% | +12.3% | +8.2% |
| YTD | +15.8% | +7.6% | +8.2% | +13.0% |
| 1Y | +4.1% | +11.9% | -7.8% | +0.3% |
| 3Y | -4.1% | +48.4% | -52.5% | -16.0% |
| 5Y | +13.4% | +44.8% | -31.4% | -0.6% |
| 10Y | +75.7% | +115.9% | -40.1% | +32.9% |
| All | +454.2% | +352.9% | +101.3% | +259.1% |
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