+5.3%
MDLZ vs FERG
+74.4%
-69.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | +0.1% |
| 7D | -1.0% | +6.4% | -7.4% | -1.4% |
| 30D | +7.9% | +19.9% | -12.0% | +6.8% |
| 3M | +8.9% | +5.6% | +3.4% | +8.4% |
| 6M | +10.5% | +9.2% | +1.3% | +9.7% |
| YTD | +27.1% | +20.6% | +6.5% | +25.3% |
| 1Y | +20.9% | +5.7% | +15.2% | +19.8% |
| All | +5.3% | +74.4% | -69.1% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling