+502.4%
MDLZ vs FHN
+41.7%
+460.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | +11.2% | +0.2% | +11.0% | +11.2% |
| 3M | +6.1% | -9.0% | +15.1% | +7.5% |
| 6M | +8.6% | -6.8% | +15.4% | +9.5% |
| YTD | +25.8% | -1.5% | +27.4% | +25.7% |
| 1Y | +21.7% | +10.9% | +10.7% | +19.5% |
| 3Y | +5.8% | +119.4% | -113.6% | -7.4% |
| 5Y | +21.4% | +57.5% | -36.1% | +7.9% |
| 10Y | +97.2% | +114.1% | -16.9% | +57.3% |
| All | +502.4% | +41.7% | +460.7% | +351.9% |
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