+7.1%
MDLZ vs FIX
+420.3%
-413.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.6% | +10.7% | -1.6% |
| 7D | +6.9% | -27.2% | +34.1% | +4.7% |
| 30D | +12.1% | -46.9% | +59.0% | +7.9% |
| 3M | +7.7% | -44.4% | +52.1% | +4.0% |
| 6M | +10.8% | -50.9% | +61.7% | +6.9% |
| YTD | +27.4% | +3.5% | +23.8% | +26.3% |
| 1Y | +23.5% | -2.1% | +25.6% | +22.3% |
| All | +7.1% | +420.3% | -413.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling