+525.2%
MDLZ vs FIS
+224.7%
+300.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +0.1% | -29.4% | +29.5% | +7.4% |
| 30D | +10.0% | -16.7% | +26.7% | +13.4% |
| 3M | +7.1% | -33.0% | +40.0% | +16.0% |
| 6M | +9.8% | -33.3% | +43.1% | +18.9% |
| YTD | +26.6% | -56.0% | +82.6% | +50.5% |
| 1Y | +20.3% | -54.6% | +74.9% | +41.7% |
| 3Y | +5.4% | -40.6% | +46.0% | +14.3% |
| 5Y | +22.2% | -71.9% | +94.2% | +54.4% |
| 10Y | +92.2% | -55.3% | +147.5% | +114.0% |
| All | +525.2% | +224.7% | +300.5% | +363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling