+20.9%
MDLZ vs FIX
+21.5%
-0.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | +0.8% |
| 7D | -1.0% | +6.4% | -7.5% | -0.2% |
| 30D | +7.9% | -29.1% | +37.0% | +4.6% |
| 3M | +8.9% | -31.1% | +40.1% | +5.4% |
| 6M | +10.5% | -42.8% | +53.3% | +6.8% |
| YTD | +27.1% | +24.6% | +2.5% | +22.5% |
| 1Y | +20.9% | +21.9% | -1.0% | +16.1% |
| All | +20.9% | +21.5% | -0.6% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling