+7.1%
MDLZ vs FICO
-24.0%
+31.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +6.9% | -0.3% | +7.1% | +6.9% |
| 30D | +12.1% | +1.7% | +10.4% | +11.8% |
| 3M | +7.7% | -35.2% | +42.9% | +10.1% |
| 6M | +10.8% | -33.7% | +44.4% | +13.4% |
| YTD | +27.4% | -58.2% | +85.5% | +32.7% |
| 1Y | +23.5% | -56.6% | +80.1% | +28.5% |
| All | +7.1% | -24.0% | +31.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3y: compounded portfolio wealth divided by compounded FICO 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…
3y analysis · Full analysis span regression · 6 months rolling