+104.5%
MDLZ vs FLR
+8.6%
+96.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -0.4% | +10.1% | -10.5% | -0.7% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +8.0% | -4.8% | +12.8% | +8.1% |
| 6M | +9.7% | +10.7% | -1.0% | +9.0% |
| YTD | +26.9% | +25.0% | +1.9% | +25.2% |
| 1Y | +20.9% | +8.3% | +12.6% | +19.9% |
| 3Y | +5.3% | +36.8% | -31.5% | +2.3% |
| 5Y | +21.4% | +121.8% | -100.4% | +14.3% |
| All | +104.5% | +8.6% | +96.0% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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