+4.2%
MDLZ vs FIGR
+1.6%
+2.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | -0.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.7% |
| 30D | +1.1% | +31.4% | -30.2% | +2.8% |
| 3M | -1.8% | +30.3% | -32.1% | 0.0% |
| 6M | +12.3% | -7.6% | +19.9% | +13.0% |
| YTD | +18.0% | -10.5% | +28.5% | +19.8% |
| All | +4.2% | +1.6% | +2.6% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling