+92.2%
MDLZ vs FN
+837.6%
-745.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.9% | -11.2% | +0.3% |
| 7D | +0.1% | +16.3% | -16.2% | -0.5% |
| 30D | +10.0% | -24.7% | +34.7% | +11.0% |
| 3M | +7.1% | -34.9% | +42.0% | +8.5% |
| 6M | +9.8% | -41.1% | +50.9% | +11.3% |
| YTD | +26.6% | -19.6% | +46.3% | +25.0% |
| 1Y | +20.3% | -18.5% | +38.8% | +18.4% |
| 3Y | +5.4% | +119.1% | -113.7% | -8.2% |
| 5Y | +22.2% | +206.9% | -184.7% | -0.5% |
| 10Y | +92.2% | +826.4% | -734.3% | +35.9% |
| All | +92.2% | +837.6% | -745.4% | +35.9% |
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