+502.4%
MDLZ vs FITB
+88.6%
+413.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.7% | -1.5% | +3.2% | +1.9% |
| 30D | +11.2% | +5.8% | +5.4% | +10.4% |
| 3M | +6.1% | -6.1% | +12.2% | +6.9% |
| 6M | +8.6% | +5.9% | +2.6% | +7.6% |
| YTD | +25.8% | +16.1% | +9.7% | +23.0% |
| 1Y | +21.7% | +28.8% | -7.2% | +17.3% |
| 3Y | +5.8% | +126.0% | -120.2% | -6.1% |
| 5Y | +21.4% | +45.3% | -23.9% | +12.6% |
| 10Y | +97.2% | +255.4% | -158.2% | +56.8% |
| All | +502.4% | +88.6% | +413.8% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling