+454.2%
MDLZ vs FHN
+52.4%
+401.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | -2.1% | -4.7% | +2.6% | -1.5% |
| 3M | +1.3% | +3.5% | -2.2% | +0.8% |
| 6M | +6.2% | +7.8% | -1.6% | +5.0% |
| YTD | +15.8% | +5.9% | +9.9% | +14.6% |
| 1Y | +4.1% | +12.5% | -8.4% | +2.0% |
| 3Y | -4.1% | +117.2% | -121.3% | -16.0% |
| 5Y | +13.4% | +86.5% | -73.2% | -1.9% |
| 10Y | +75.7% | +125.7% | -50.0% | +39.2% |
| All | +454.2% | +52.4% | +401.9% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling