+90.0%
MDLZ vs FLUT
-26.3%
+116.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +1.7% | -1.1% | +2.7% | +1.7% |
| 30D | +11.2% | +7.7% | +3.5% | +10.9% |
| 3M | +6.1% | -12.2% | +18.3% | +6.5% |
| 6M | +8.6% | -17.6% | +26.1% | +9.1% |
| YTD | +25.8% | -62.0% | +87.9% | +29.4% |
| 1Y | +21.7% | -62.3% | +83.9% | +25.1% |
| 3Y | +5.8% | -52.0% | +57.8% | +7.4% |
| 5Y | +21.4% | -51.8% | +73.2% | +21.5% |
| All | +90.0% | -26.3% | +116.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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