+17.6%
MDLZ vs FERG
+70.2%
-52.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +1.4% | -15.1% | +16.5% | +3.3% |
| 3M | 0.0% | -4.8% | +4.9% | +0.4% |
| 6M | +9.1% | -2.5% | +11.6% | +9.0% |
| YTD | +17.9% | +1.8% | +16.1% | +17.0% |
| 1Y | +3.2% | -0.3% | +3.5% | +2.5% |
| 3Y | -2.5% | +52.9% | -55.4% | -11.6% |
| 5Y | +17.6% | +69.3% | -51.7% | +0.8% |
| All | +17.6% | +70.2% | -52.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling