+106.1%
MDLZ vs FIX
+3,814.3%
-3,708.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.1% |
| 7D | -1.0% | +6.4% | -7.5% | -1.6% |
| 30D | +7.9% | -29.1% | +37.0% | +10.4% |
| 3M | +8.9% | -31.1% | +40.1% | +11.4% |
| 6M | +10.5% | -42.8% | +53.3% | +14.4% |
| YTD | +27.1% | +24.6% | +2.5% | +19.9% |
| 1Y | +20.9% | +21.9% | -1.0% | +14.1% |
| 3Y | +5.5% | +524.9% | -519.4% | -27.0% |
| 5Y | +22.2% | +1,092.2% | -1,070.0% | -27.8% |
| 10Y | +106.1% | +3,759.0% | -3,652.9% | -9.6% |
| All | +106.1% | +3,814.3% | -3,708.1% | -9.6% |
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