+16.5%
MDLZ vs FN
+289.0%
-272.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.2% |
| 7D | -1.7% | -1.7% | -0.1% | -1.7% |
| 30D | -2.1% | -22.0% | +19.9% | -2.3% |
| 3M | +1.3% | -43.0% | +44.3% | +1.3% |
| 6M | +6.2% | -27.7% | +33.9% | +5.9% |
| YTD | +15.8% | -10.5% | +26.3% | +15.2% |
| 1Y | +4.1% | +12.5% | -8.4% | +3.2% |
| 3Y | -4.1% | +153.8% | -157.9% | -9.9% |
| All | +16.5% | +289.0% | -272.5% | +1.0% |
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 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