+20.9%
MDLZ vs FIS
-52.2%
+73.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | 0.0% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | +7.9% | -11.8% | +19.8% | +7.5% |
| 3M | +8.9% | -28.5% | +37.5% | +10.1% |
| 6M | +10.5% | -27.0% | +37.5% | +11.5% |
| YTD | +27.1% | -53.1% | +80.2% | +25.2% |
| 1Y | +20.9% | -52.8% | +73.7% | +19.0% |
| All | +20.9% | -52.2% | +73.1% | +19.0% |
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