+21.7%
MDLZ vs FN
-33.3%
+55.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -0.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.9% |
| 30D | +11.2% | -34.3% | +45.5% | +8.9% |
| 3M | +6.1% | -39.9% | +46.0% | +3.7% |
| 6M | +8.6% | -51.8% | +60.4% | +6.3% |
| YTD | +25.8% | -28.1% | +54.0% | +24.3% |
| 1Y | +21.7% | -29.1% | +50.7% | +20.0% |
| All | +21.7% | -33.3% | +55.0% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling