+87.9%
MDLZ vs FLR
+17.1%
+70.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +1.4% |
| 7D | 0.0% | -3.1% | +3.1% | 0.0% |
| 30D | +1.4% | +4.9% | -3.5% | +1.3% |
| 3M | 0.0% | +10.8% | -10.8% | -0.5% |
| 6M | +9.1% | +19.7% | -10.5% | +8.1% |
| YTD | +17.9% | +38.4% | -20.4% | +16.1% |
| 1Y | +3.2% | +34.7% | -31.5% | +1.6% |
| 3Y | -2.5% | +56.7% | -59.1% | -5.8% |
| 5Y | +17.6% | +241.6% | -224.0% | +8.7% |
| 10Y | +87.9% | +20.2% | +67.7% | +81.8% |
| All | +87.9% | +17.1% | +70.8% | +81.8% |
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