+107.6%
MDLZ vs FN
+700.1%
-592.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +1.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +7.9% | -16.5% | +24.5% | +8.4% |
| 3M | +7.3% | -42.1% | +49.4% | +9.1% |
| 6M | +11.7% | -52.9% | +64.6% | +14.4% |
| YTD | +28.7% | -28.0% | +56.7% | +27.5% |
| 1Y | +22.8% | -18.5% | +41.3% | +20.4% |
| 3Y | +6.6% | +93.9% | -87.3% | -6.7% |
| 5Y | +23.2% | +170.5% | -147.3% | +0.8% |
| All | +107.6% | +700.1% | -592.6% | +48.5% |
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