+5.0%
MDLZ vs FLEX
+297.5%
-292.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.3% |
| 7D | -0.4% | +17.1% | -17.5% | +0.7% |
| 30D | +8.2% | -29.5% | +37.8% | +6.5% |
| 3M | +8.0% | -37.3% | +45.3% | +5.7% |
| 6M | +9.7% | -44.1% | +53.8% | +7.3% |
| YTD | +26.9% | +29.3% | -2.4% | +27.5% |
| 1Y | +20.9% | +24.2% | -3.3% | +21.3% |
| All | +5.0% | +297.5% | -292.4% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling