+92.2%
MDLZ vs FIVE
+596.6%
-504.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | 0.0% |
| 7D | +0.1% | +6.2% | -6.1% | -0.6% |
| 30D | +10.0% | +18.2% | -8.2% | +8.0% |
| 3M | +7.1% | +3.8% | +3.2% | +6.4% |
| 6M | +9.8% | +13.7% | -3.9% | +7.8% |
| YTD | +26.6% | +34.7% | -8.1% | +21.7% |
| 1Y | +20.3% | +66.6% | -46.3% | +12.8% |
| 3Y | +5.4% | +44.3% | -38.9% | -1.6% |
| 5Y | +22.2% | +18.8% | +3.5% | +14.8% |
| 10Y | +92.2% | +569.2% | -477.0% | +42.9% |
| All | +92.2% | +596.6% | -504.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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