+70.3%
MDLZ vs FND
+66.0%
+4.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.7% | -5.2% | +3.5% | -1.1% |
| 30D | -2.1% | -19.9% | +17.8% | +0.5% |
| 3M | +1.3% | +2.7% | -1.4% | +0.5% |
| 6M | +6.2% | -21.7% | +27.9% | +8.7% |
| YTD | +15.8% | -17.5% | +33.3% | +17.4% |
| 1Y | +4.1% | -39.3% | +43.4% | +9.4% |
| 3Y | -4.1% | -49.8% | +45.7% | +1.0% |
| 5Y | +13.4% | -60.1% | +73.4% | +19.4% |
| All | +70.3% | +66.0% | +4.3% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling