+502.4%
MDLZ vs FLEX
+276.4%
+226.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.6% |
| 7D | +1.7% | -19.3% | +21.0% | +3.5% |
| 30D | +11.2% | -41.5% | +52.7% | +16.3% |
| 3M | +6.1% | -43.1% | +49.3% | +11.0% |
| 6M | +8.6% | -48.2% | +56.8% | +13.5% |
| YTD | +25.8% | +15.5% | +10.4% | +19.1% |
| 1Y | +21.7% | +10.2% | +11.5% | +15.5% |
| 3Y | +5.8% | +256.8% | -251.0% | -14.5% |
| 5Y | +21.4% | +408.2% | -386.8% | -7.2% |
| 10Y | +97.2% | +580.8% | -483.6% | +38.2% |
| All | +502.4% | +276.4% | +226.0% | +265.3% |
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 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