+74.8%
MDLZ vs FN
+900.0%
-825.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -1.7% | -1.7% | -0.1% | -1.7% |
| 30D | -2.1% | -22.0% | +19.9% | -1.2% |
| 3M | +1.3% | -43.0% | +44.3% | +3.7% |
| 6M | +6.2% | -27.7% | +33.9% | +6.5% |
| YTD | +15.8% | -10.5% | +26.3% | +14.1% |
| 1Y | +4.1% | +12.5% | -8.4% | +0.5% |
| 3Y | -4.1% | +153.8% | -157.9% | -17.5% |
| 5Y | +13.4% | +288.0% | -274.6% | -10.3% |
| All | +74.8% | +900.0% | -825.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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