+23.0%
MDLZ vs FIS
-71.2%
+94.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +1.0% |
| 7D | +2.3% | +2.8% | -0.5% | +1.9% |
| 30D | +7.9% | -16.7% | +24.7% | +9.5% |
| 3M | +7.3% | -32.3% | +39.5% | +11.8% |
| 6M | +11.7% | -29.1% | +40.7% | +15.5% |
| YTD | +28.7% | -54.1% | +82.9% | +40.8% |
| 1Y | +22.8% | -53.7% | +76.5% | +34.1% |
| 3Y | +6.6% | -38.8% | +45.4% | +11.1% |
| All | +23.0% | -71.2% | +94.3% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling