+156.0%
MDLZ vs FIVN
+253.1%
-97.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.2% |
| 7D | -1.0% | -22.8% | +21.8% | +0.1% |
| 30D | +7.9% | -21.3% | +29.3% | +9.0% |
| 3M | +8.9% | -14.0% | +22.9% | +9.3% |
| 6M | +10.5% | +31.1% | -20.6% | +8.1% |
| YTD | +27.1% | +40.0% | -12.9% | +23.3% |
| 1Y | +20.9% | +38.1% | -17.1% | +17.3% |
| 3Y | +5.5% | -55.7% | +61.2% | +8.2% |
| 5Y | +22.2% | -82.5% | +104.8% | +30.9% |
| 10Y | +106.1% | +92.4% | +13.7% | +84.2% |
| All | +156.0% | +253.1% | -97.1% | +121.2% |
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