+90.0%
MDLZ vs FIX
+3,608.1%
-3,518.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -1.6% |
| 7D | +1.7% | -17.5% | +19.1% | +2.8% |
| 30D | +11.2% | -41.6% | +52.8% | +15.3% |
| 3M | +6.1% | -40.6% | +46.7% | +9.7% |
| 6M | +8.6% | -49.4% | +57.9% | +13.2% |
| YTD | +25.8% | +9.2% | +16.7% | +20.0% |
| 1Y | +21.7% | +6.5% | +15.2% | +16.1% |
| 3Y | +5.8% | +448.7% | -442.9% | -25.4% |
| 5Y | +21.4% | +948.7% | -927.3% | -26.7% |
| All | +90.0% | +3,608.1% | -3,518.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling