+14.8%
MDLZ vs FLNC
-67.0%
+81.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | +0.6% |
| 7D | 0.0% | +6.0% | -5.9% | 0.0% |
| 30D | -1.6% | -16.3% | +14.8% | -1.6% |
| 3M | +0.9% | -54.1% | +55.0% | +1.0% |
| 6M | +7.3% | -25.3% | +32.6% | +6.9% |
| YTD | +16.4% | -44.2% | +60.6% | +16.0% |
| 1Y | +3.0% | +53.1% | -50.2% | +0.9% |
| 3Y | -3.7% | -58.3% | +54.6% | -4.7% |
| All | +14.8% | -67.0% | +81.8% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling