+12.3%
MDLZ vs FGI
-70.6%
+82.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +1.7% | -7.0% | +8.6% | +1.7% |
| 30D | +11.2% | -4.2% | +15.4% | +11.2% |
| 3M | +6.1% | +55.6% | -49.5% | +5.5% |
| 6M | +8.6% | -3.2% | +11.7% | +8.0% |
| YTD | +25.8% | +29.1% | -3.3% | +25.0% |
| 1Y | +21.7% | +51.0% | -29.3% | +20.6% |
| 3Y | +5.8% | +1.5% | +4.3% | +5.0% |
| All | +12.3% | -70.6% | +82.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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