+22.2%
MDLZ vs FN
+170.4%
-148.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -0.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +11.2% | -34.3% | +45.5% | +10.6% |
| 3M | +6.1% | -39.9% | +46.0% | +5.6% |
| 6M | +8.6% | -51.8% | +60.4% | +8.2% |
| YTD | +25.8% | -28.1% | +54.0% | +25.0% |
| 1Y | +21.7% | -29.1% | +50.7% | +20.8% |
| 3Y | +5.8% | +102.4% | -96.6% | -0.6% |
| All | +22.2% | +170.4% | -148.2% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling