+16.5%
MDLZ vs FIX
+2,061.9%
-2,045.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.7% | +6.0% | -7.8% | -1.7% |
| 30D | -2.1% | -7.2% | +5.1% | -2.1% |
| 3M | +1.3% | -15.9% | +17.2% | +1.4% |
| 6M | +6.2% | +12.7% | -6.5% | +5.4% |
| YTD | +15.8% | +72.8% | -57.0% | +13.6% |
| 1Y | +4.1% | +122.9% | -118.8% | +1.1% |
| 3Y | -4.1% | +774.3% | -778.4% | -20.5% |
| All | +16.5% | +2,061.9% | -2,045.4% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling