+5.4%
MDLZ vs FND
-33.5%
+38.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | +0.2% |
| 7D | +0.1% | +8.5% | -8.4% | -0.8% |
| 30D | +10.0% | +17.2% | -7.2% | +8.2% |
| 3M | +7.1% | -14.9% | +22.0% | +8.3% |
| 6M | +9.8% | +3.1% | +6.7% | +8.8% |
| YTD | +26.6% | -12.4% | +39.1% | +26.9% |
| 1Y | +20.3% | -10.0% | +30.3% | +20.2% |
| 3Y | +5.4% | -31.3% | +36.7% | +7.4% |
| All | +5.4% | -33.5% | +38.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling