+454.2%
MDLZ vs FIX
+50,438.6%
-49,984.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.7% | +6.0% | -7.8% | -2.3% |
| 30D | -2.1% | -7.2% | +5.1% | -1.5% |
| 3M | +1.3% | -15.9% | +17.2% | +2.3% |
| 6M | +6.2% | +12.7% | -6.5% | +3.3% |
| YTD | +15.8% | +72.8% | -57.0% | +6.9% |
| 1Y | +4.1% | +122.9% | -118.8% | -7.3% |
| 3Y | -4.1% | +774.3% | -778.4% | -31.1% |
| 5Y | +13.4% | +2,049.5% | -2,036.1% | -28.8% |
| 10Y | +75.7% | +5,821.5% | -5,745.7% | -6.7% |
| All | +454.2% | +50,438.6% | -49,984.4% | +126.5% |
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 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