+243.3%
MDLZ vs FIVE
+826.1%
-582.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.4% | -0.4% |
| 7D | +6.9% | -1.7% | +8.6% | +7.0% |
| 30D | +12.1% | +14.9% | -2.9% | +10.3% |
| 3M | +7.7% | +7.6% | +0.1% | +6.6% |
| 6M | +10.8% | +6.4% | +4.4% | +9.5% |
| YTD | +27.4% | +28.1% | -0.7% | +23.0% |
| 1Y | +23.5% | +54.7% | -31.2% | +16.7% |
| 3Y | +6.2% | +36.1% | -29.9% | -0.8% |
| 5Y | +22.9% | +14.9% | +8.0% | +14.8% |
| 10Y | +99.6% | +578.8% | -479.2% | +39.9% |
| All | +243.3% | +826.1% | -582.8% | +128.2% |
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 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