+375.7%
MDLZ vs FERG
+1,348.4%
-972.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.4% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -10.2% | +8.1% | -1.5% |
| 3M | +1.3% | -0.6% | +1.9% | +1.2% |
| 6M | +6.2% | -6.5% | +12.7% | +6.5% |
| YTD | +15.8% | +4.2% | +11.6% | +15.2% |
| 1Y | +4.1% | -2.3% | +6.4% | +3.9% |
| 3Y | -4.1% | +48.5% | -52.6% | -7.3% |
| 5Y | +13.4% | +72.0% | -58.7% | +7.7% |
| 10Y | +75.7% | +369.9% | -294.1% | +58.0% |
| All | +375.7% | +1,348.4% | -972.7% | +314.8% |
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 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