+79.0%
MDLZ vs FHN
+126.5%
-47.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | 0.0% | +2.7% | -2.6% | -0.3% |
| 30D | -1.6% | -3.1% | +1.5% | -1.2% |
| 3M | +0.9% | +2.3% | -1.5% | +0.6% |
| 6M | +7.3% | +9.7% | -2.4% | +6.1% |
| YTD | +16.4% | +4.7% | +11.7% | +15.6% |
| 1Y | +3.0% | +13.8% | -10.8% | +1.1% |
| 3Y | -3.7% | +131.6% | -135.3% | -14.7% |
| 5Y | +15.6% | +91.1% | -75.5% | +1.1% |
| 10Y | +79.0% | +126.6% | -47.7% | +45.5% |
| All | +79.0% | +126.5% | -47.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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