+509.7%
MDLZ vs FIX
+30,183.5%
-29,673.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.6% | +10.7% | +0.3% |
| 7D | +6.9% | -27.2% | +34.1% | +9.9% |
| 30D | +12.1% | -46.9% | +59.0% | +18.8% |
| 3M | +7.7% | -44.4% | +52.1% | +13.3% |
| 6M | +10.8% | -50.9% | +61.7% | +17.2% |
| YTD | +27.4% | +3.5% | +23.8% | +23.0% |
| 1Y | +23.5% | -2.1% | +25.6% | +19.7% |
| 3Y | +6.2% | +418.7% | -412.6% | -19.9% |
| 5Y | +22.9% | +894.6% | -871.7% | -16.4% |
| 10Y | +99.6% | +3,465.5% | -3,365.9% | +10.9% |
| All | +509.7% | +30,183.5% | -29,673.8% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling