+3.0%
MDLZ vs FLEX
+104.3%
-101.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.8% |
| 7D | 0.0% | +7.0% | -6.9% | +0.4% |
| 30D | -1.6% | -5.8% | +4.2% | -1.8% |
| 3M | +0.9% | -24.2% | +25.1% | +0.4% |
| 6M | +7.3% | +90.8% | -83.5% | +7.0% |
| YTD | +16.4% | +89.2% | -72.7% | +16.3% |
| 1Y | +3.0% | +104.7% | -101.8% | +4.1% |
| All | +3.0% | +104.3% | -101.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FLEX 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling