+454.2%
MDLZ vs FLR
+181.6%
+272.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | -0.1% |
| 7D | -1.7% | +5.4% | -7.2% | -2.2% |
| 30D | -2.1% | +11.4% | -13.5% | -3.2% |
| 3M | +1.3% | +11.4% | -10.1% | -0.1% |
| 6M | +6.2% | +16.6% | -10.4% | +3.9% |
| YTD | +15.8% | +41.7% | -25.9% | +11.1% |
| 1Y | +4.1% | +35.4% | -31.3% | 0.0% |
| 3Y | -4.1% | +57.3% | -61.4% | -11.3% |
| 5Y | +13.4% | +241.0% | -227.6% | -5.0% |
| 10Y | +75.7% | +16.6% | +59.1% | +54.3% |
| All | +454.2% | +181.6% | +272.6% | +303.0% |
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