+10.8%
MDLZ vs FIX
-50.5%
+61.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.6% | +10.7% | -3.2% |
| 7D | +6.9% | -27.2% | +34.1% | +0.4% |
| 30D | +12.1% | -46.9% | +59.0% | -1.5% |
| 3M | +7.7% | -44.4% | +52.1% | -4.2% |
| 6M | +10.8% | -50.9% | +61.7% | -1.9% |
| All | +10.8% | -50.5% | +61.3% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling