+21.6%
MDLZ vs FFIV
+41.7%
-20.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | -1.0% | -2.9% | +1.9% | -0.9% |
| 30D | +7.9% | -32.4% | +40.4% | +10.4% |
| 3M | +8.9% | -22.7% | +31.6% | +10.2% |
| 6M | +10.5% | -10.7% | +21.2% | +9.8% |
| YTD | +27.1% | +25.4% | +1.8% | +21.1% |
| 1Y | +20.9% | +34.2% | -13.2% | +14.1% |
| 3Y | +5.5% | +101.2% | -95.7% | -10.5% |
| All | +21.6% | +41.7% | -20.1% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling