+16.3%
MDLZ vs FLNC
-70.4%
+86.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +1.9% | -4.1% | +6.0% | +1.9% |
| 30D | +0.4% | -24.8% | +25.2% | +0.4% |
| 3M | -0.6% | -59.1% | +58.5% | -0.6% |
| 6M | +14.7% | -42.0% | +56.7% | +14.4% |
| YTD | +18.0% | -49.8% | +67.8% | +17.5% |
| 1Y | +4.1% | +43.1% | -39.0% | +2.0% |
| 3Y | -4.6% | -61.0% | +56.4% | -5.6% |
| All | +16.3% | -70.4% | +86.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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