+454.2%
MDLZ vs FLEX
+490.7%
-36.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -2.1% | -10.1% | +8.0% | -1.2% |
| 3M | +1.3% | -31.3% | +32.7% | +4.3% |
| 6M | +6.2% | +71.3% | -65.1% | -2.1% |
| YTD | +15.8% | +81.2% | -65.5% | +5.7% |
| 1Y | +4.1% | +98.5% | -94.4% | -6.3% |
| 3Y | -4.1% | +428.2% | -432.3% | -24.8% |
| 5Y | +13.4% | +657.3% | -643.9% | -15.9% |
| 10Y | +75.7% | +995.9% | -920.2% | +18.6% |
| All | +454.2% | +490.7% | -36.5% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling