+5.8%
MDLZ vs FIVE
+34.8%
-29.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.7% | -0.3% | +1.9% | +1.7% |
| 30D | +11.2% | +17.7% | -6.5% | +11.1% |
| 3M | +6.1% | +4.0% | +2.2% | +6.1% |
| 6M | +8.6% | +2.6% | +5.9% | +8.5% |
| YTD | +25.8% | +27.6% | -1.7% | +25.8% |
| 1Y | +21.7% | +59.9% | -38.3% | +21.6% |
| 3Y | +5.8% | +35.8% | -30.0% | +8.0% |
| All | +5.8% | +34.8% | -29.0% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling