+22.2%
MDLZ vs FICO
+81.4%
-59.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | +11.2% | +3.3% | +7.8% | +10.7% |
| 3M | +6.1% | -31.7% | +37.9% | +8.8% |
| 6M | +8.6% | -34.0% | +42.5% | +11.6% |
| YTD | +25.8% | -58.3% | +84.2% | +33.6% |
| 1Y | +21.7% | -57.9% | +79.6% | +29.0% |
| 3Y | +5.8% | -24.1% | +29.9% | +3.2% |
| All | +22.2% | +81.4% | -59.3% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling