+12.2%
MDLZ vs FIGR
-32.8%
+45.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | +0.4% |
| 7D | -1.0% | +5.1% | -6.1% | -0.7% |
| 30D | +7.9% | -15.0% | +22.9% | +7.2% |
| 3M | +8.9% | -13.1% | +22.0% | +8.7% |
| 6M | +10.5% | -37.9% | +48.4% | +9.2% |
| YTD | +27.1% | -40.8% | +67.9% | +26.7% |
| 1Y | +20.9% | -33.1% | +54.0% | +20.8% |
| All | +12.2% | -32.8% | +45.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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