+3.0%
MDLZ vs FITB
+23.3%
-20.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | 0.0% | +2.8% | -2.8% | -0.2% |
| 30D | -1.6% | -4.5% | +3.0% | -1.3% |
| 3M | +0.9% | +5.7% | -4.8% | +0.6% |
| 6M | +7.3% | +17.1% | -9.8% | +6.2% |
| YTD | +16.4% | +18.3% | -1.9% | +13.4% |
| 1Y | +3.0% | +23.9% | -20.9% | -1.1% |
| All | +3.0% | +23.3% | -20.4% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling