+509.7%
MDLZ vs FE
+356.1%
+153.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +6.9% | +0.6% | +6.3% | +6.7% |
| 30D | +12.1% | +6.4% | +5.7% | +9.9% |
| 3M | +7.7% | -0.5% | +8.2% | +7.8% |
| 6M | +10.8% | +4.7% | +6.0% | +9.1% |
| YTD | +27.4% | +8.4% | +19.0% | +24.1% |
| 1Y | +23.5% | +7.2% | +16.3% | +20.7% |
| 3Y | +6.2% | +44.9% | -38.7% | -6.2% |
| 5Y | +22.9% | +46.3% | -23.4% | +7.4% |
| 10Y | +99.6% | +110.3% | -10.6% | +52.2% |
| All | +509.7% | +356.1% | +153.6% | +294.2% |
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