+155.5%
MDLZ vs FIVN
+254.6%
-99.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.4% | -17.4% | +17.0% | +0.4% |
| 30D | +8.2% | -20.4% | +28.6% | +9.2% |
| 3M | +8.0% | -9.6% | +17.6% | +8.1% |
| 6M | +9.7% | +34.7% | -24.9% | +7.3% |
| YTD | +26.9% | +40.6% | -13.7% | +23.0% |
| 1Y | +20.9% | +34.3% | -13.4% | +17.5% |
| 3Y | +5.3% | -55.5% | +60.8% | +8.0% |
| 5Y | +21.4% | -82.5% | +103.8% | +30.0% |
| 10Y | +105.7% | +93.2% | +12.5% | +83.8% |
| All | +155.5% | +254.6% | -99.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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