+16.5%
MDLZ vs FIVE
+31.2%
-14.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.5% |
| 7D | -1.7% | +4.3% | -6.0% | -1.9% |
| 30D | -2.1% | +12.5% | -14.6% | -2.7% |
| 3M | +1.3% | +31.2% | -29.9% | -0.1% |
| 6M | +6.2% | +14.4% | -8.2% | +5.2% |
| YTD | +15.8% | +33.9% | -18.1% | +13.8% |
| 1Y | +4.1% | +65.1% | -60.9% | +1.0% |
| 3Y | -4.1% | +49.0% | -53.1% | -5.5% |
| All | +16.5% | +31.2% | -14.7% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling