+421.2%
MDLZ vs FERG
+1,516.3%
-1,095.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | 0.0% |
| 7D | -0.4% | +8.2% | -8.6% | -0.9% |
| 30D | +8.2% | +14.4% | -6.1% | +7.3% |
| 3M | +8.0% | +4.3% | +3.6% | +7.6% |
| 6M | +9.7% | +7.9% | +1.9% | +9.0% |
| YTD | +26.9% | +16.3% | +10.6% | +25.3% |
| 1Y | +20.9% | +2.2% | +18.7% | +20.3% |
| 3Y | +5.3% | +67.3% | -62.0% | +1.0% |
| 5Y | +21.4% | +75.3% | -53.9% | +14.9% |
| 10Y | +105.7% | +421.0% | -315.3% | +83.4% |
| All | +421.2% | +1,516.3% | -1,095.1% | +351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling