+87.9%
MDLZ vs FERG
+352.7%
-264.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | +1.4% | -15.1% | +16.5% | +2.7% |
| 3M | 0.0% | -4.8% | +4.9% | +0.3% |
| 6M | +9.1% | -2.5% | +11.6% | +9.1% |
| YTD | +17.9% | +1.8% | +16.1% | +17.5% |
| 1Y | +3.2% | -0.3% | +3.5% | +2.9% |
| 3Y | -2.5% | +52.9% | -55.4% | -6.8% |
| 5Y | +17.6% | +69.3% | -51.7% | +10.2% |
| 10Y | +87.9% | +352.7% | -264.8% | +79.1% |
| All | +87.9% | +352.7% | -264.8% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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