+78.0%
MDLZ vs FITB
+287.6%
-209.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -2.1% | -4.7% | +2.6% | -1.3% |
| 3M | +1.3% | +6.7% | -5.4% | +0.1% |
| 6M | +6.2% | +12.6% | -6.4% | +3.9% |
| YTD | +15.8% | +19.1% | -3.3% | +11.9% |
| 1Y | +4.1% | +22.6% | -18.5% | -0.1% |
| 3Y | -4.1% | +127.1% | -131.2% | -19.1% |
| 5Y | +13.4% | +71.8% | -58.5% | -1.0% |
| All | +78.0% | +287.6% | -209.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling