+12.0%
MDLZ vs FIGR
-28.7%
+40.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | +0.1% |
| 7D | -0.4% | +22.8% | -23.2% | +0.7% |
| 30D | +8.2% | -5.8% | +14.0% | +8.1% |
| 3M | +8.0% | -16.3% | +24.3% | +7.5% |
| 6M | +9.7% | -35.0% | +44.8% | +8.7% |
| YTD | +26.9% | -37.1% | +64.0% | +26.8% |
| 1Y | +20.9% | -31.2% | +52.1% | +21.1% |
| All | +12.0% | -28.7% | +40.7% | +12.9% |
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