+22.2%
MDLZ vs FLEX
+409.9%
-387.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.1% |
| 7D | +1.7% | -19.3% | +21.0% | +1.4% |
| 30D | +11.2% | -41.5% | +52.7% | +11.0% |
| 3M | +6.1% | -43.1% | +49.3% | +6.0% |
| 6M | +8.6% | -48.2% | +56.8% | +8.2% |
| YTD | +25.8% | +15.5% | +10.4% | +21.0% |
| 1Y | +21.7% | +10.2% | +11.5% | +17.1% |
| 3Y | +5.8% | +256.8% | -251.0% | -11.7% |
| All | +22.2% | +409.9% | -387.7% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling