+78.1%
MDLZ vs FIVE
+477.5%
-399.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.8% |
| 7D | -1.7% | +4.3% | -6.0% | -2.2% |
| 30D | -2.1% | +12.5% | -14.6% | -3.4% |
| 3M | +1.3% | +31.2% | -29.9% | -1.8% |
| 6M | +6.2% | +14.4% | -8.2% | +4.1% |
| YTD | +15.8% | +33.9% | -18.1% | +11.4% |
| 1Y | +4.1% | +65.1% | -60.9% | -2.5% |
| 3Y | -4.1% | +49.0% | -53.1% | -11.0% |
| 5Y | +13.4% | +30.3% | -16.9% | +4.6% |
| All | +78.1% | +477.5% | -399.4% | +32.2% |
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