+16.3%
MDLZ vs FLNC
-71.1%
+87.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.1% |
| 7D | +1.7% | -5.0% | +6.7% | +1.6% |
| 30D | +1.1% | -26.1% | +27.2% | +1.1% |
| 3M | -1.8% | -55.2% | +53.3% | -1.8% |
| 6M | +12.3% | -42.6% | +54.9% | +11.9% |
| YTD | +18.0% | -51.0% | +69.0% | +17.6% |
| 1Y | +3.8% | +43.3% | -39.5% | +1.6% |
| 3Y | -2.4% | -63.4% | +61.0% | -3.4% |
| All | +16.3% | -71.1% | +87.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling