+22.3%
MDLZ vs FFIV
+28.8%
-6.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.9% |
| 7D | +0.1% | -2.1% | +2.2% | -0.1% |
| 30D | +10.0% | -33.8% | +43.8% | +5.7% |
| 3M | +7.1% | -20.6% | +27.7% | +5.6% |
| 6M | +9.8% | -10.2% | +20.1% | +8.7% |
| YTD | +26.6% | +24.5% | +2.2% | +27.2% |
| All | +22.3% | +28.8% | -6.5% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling