+81.8%
MDLZ vs FLEX
+1,045.7%
-963.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +1.1% | -11.8% | +12.9% | +2.1% |
| 3M | -1.8% | -22.6% | +20.7% | -0.4% |
| 6M | +12.3% | +77.3% | -65.0% | +2.6% |
| YTD | +18.0% | +78.8% | -60.7% | +7.4% |
| 1Y | +3.8% | +86.1% | -82.3% | -6.5% |
| 3Y | -2.4% | +446.2% | -448.6% | -27.1% |
| 5Y | +18.4% | +689.7% | -671.3% | -18.3% |
| All | +81.8% | +1,045.7% | -963.9% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling