+412.7%
MDLZ vs FN
+3,020.0%
-2,607.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.4% | +3.7% |
| 7D | +8.9% | -7.0% | +15.9% | +9.2% |
| 30D | +15.2% | -24.7% | +39.9% | +16.5% |
| 3M | +9.5% | -35.7% | +45.2% | +11.3% |
| 6M | +11.7% | -52.4% | +64.1% | +14.9% |
| YTD | +28.4% | -25.0% | +53.4% | +27.5% |
| 1Y | +24.4% | -25.7% | +50.1% | +23.3% |
| 3Y | +7.1% | +110.2% | -103.1% | -4.8% |
| 5Y | +24.2% | +192.3% | -168.1% | +5.4% |
| 10Y | +101.3% | +812.3% | -711.0% | +52.0% |
| All | +412.7% | +3,020.0% | -2,607.3% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling