+508.6%
MDLZ vs FISV
+571.1%
-62.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -1.0% | +3.0% | -4.0% | -1.8% |
| 30D | +7.9% | +38.8% | -30.8% | -1.3% |
| 3M | +8.9% | +21.2% | -12.3% | +2.9% |
| 6M | +10.5% | +17.5% | -7.0% | +4.7% |
| YTD | +27.1% | -4.9% | +32.0% | +26.3% |
| 1Y | +20.9% | -0.6% | +21.5% | +18.5% |
| 3Y | +5.5% | -47.4% | +53.0% | +13.8% |
| 5Y | +22.2% | -36.0% | +58.3% | +21.9% |
| 10Y | +106.1% | +27.1% | +79.0% | +63.7% |
| All | +508.6% | +571.1% | -62.5% | +202.8% |
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