+3.0%
MDLZ vs FIS
-40.6%
+43.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +1.1% |
| 7D | 0.0% | -3.5% | +3.5% | +0.3% |
| 30D | -1.6% | -7.8% | +6.3% | -0.9% |
| 3M | +0.9% | +0.8% | +0.1% | +1.6% |
| 6M | +7.3% | -21.9% | +29.2% | +7.6% |
| YTD | +16.4% | -39.5% | +55.9% | +20.1% |
| 1Y | +3.0% | -41.0% | +43.9% | +5.7% |
| All | +3.0% | -40.6% | +43.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling