+506.2%
MDLZ vs FLR
+152.4%
+353.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.6% | -0.1% |
| 7D | +0.1% | +8.5% | -8.4% | -0.6% |
| 30D | +10.0% | -0.7% | +10.7% | +9.9% |
| 3M | +7.1% | -11.7% | +18.8% | +7.9% |
| 6M | +9.8% | +16.2% | -6.4% | +7.5% |
| YTD | +26.6% | +27.0% | -0.4% | +22.4% |
| 1Y | +20.3% | +10.1% | +10.2% | +17.7% |
| 3Y | +5.4% | +46.2% | -40.8% | -2.1% |
| 5Y | +22.2% | +121.4% | -99.2% | +7.0% |
| 10Y | +92.2% | +11.0% | +81.2% | +68.9% |
| All | +506.2% | +152.4% | +353.8% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling