+516.3%
MDLZ vs FISV
+569.8%
-53.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +7.9% | +38.4% | -30.5% | -1.3% |
| 3M | +7.3% | +14.9% | -7.7% | +2.8% |
| 6M | +11.7% | +21.8% | -10.1% | +4.8% |
| YTD | +28.7% | -5.0% | +33.8% | +27.9% |
| 1Y | +22.8% | -1.2% | +23.9% | +20.5% |
| 3Y | +6.6% | -47.5% | +54.1% | +15.0% |
| 5Y | +23.2% | -36.7% | +59.9% | +23.2% |
| 10Y | +108.7% | +26.9% | +81.8% | +65.8% |
| All | +516.3% | +569.8% | -53.6% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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