+79.0%
MDLZ vs FFIV
+224.0%
-145.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | -1.5% | +1.6% | +0.3% |
| 30D | -1.6% | -2.7% | +1.1% | -1.3% |
| 3M | +0.9% | -1.7% | +2.5% | +0.7% |
| 6M | +7.3% | +36.1% | -28.8% | +1.1% |
| YTD | +16.4% | +52.6% | -36.2% | +7.1% |
| 1Y | +3.0% | +21.5% | -18.6% | -1.7% |
| 3Y | -3.7% | +142.7% | -146.4% | -21.6% |
| 5Y | +15.6% | +92.6% | -77.0% | -2.8% |
| 10Y | +79.0% | +225.5% | -146.5% | +23.8% |
| All | +79.0% | +224.0% | -145.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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