+239.2%
MDLZ vs FIVE
+822.5%
-583.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +6.1% | +4.0% | +2.2% | +5.5% |
| 6M | +8.6% | +2.6% | +5.9% | +7.8% |
| YTD | +25.8% | +27.6% | -1.7% | +21.6% |
| 1Y | +21.7% | +59.9% | -38.3% | +14.5% |
| 3Y | +5.8% | +35.8% | -30.0% | -1.1% |
| 5Y | +21.4% | +14.4% | +7.0% | +13.5% |
| 10Y | +97.2% | +576.1% | -478.9% | +38.2% |
| All | +239.2% | +822.5% | -583.2% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling