+6.6%
MDLZ vs FITB
+144.0%
-137.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +2.3% | +2.8% | -0.5% | +2.1% |
| 30D | +7.9% | +9.8% | -1.8% | +7.4% |
| 3M | +7.3% | -5.2% | +12.4% | +7.5% |
| 6M | +11.7% | +17.3% | -5.6% | +10.8% |
| YTD | +28.7% | +19.3% | +9.4% | +27.1% |
| 1Y | +22.8% | +32.7% | -9.9% | +20.4% |
| 3Y | +6.6% | +141.6% | -135.0% | +5.3% |
| All | +6.6% | +144.0% | -137.4% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling