+87.1%
MDLZ vs FND
+68.8%
+18.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | -1.0% | -4.4% | +3.4% | -0.5% |
| 30D | +7.9% | +14.5% | -6.6% | +6.0% |
| 3M | +8.9% | -15.6% | +24.5% | +10.9% |
| 6M | +10.5% | +4.7% | +5.8% | +9.0% |
| YTD | +27.1% | -16.1% | +43.3% | +28.4% |
| 1Y | +20.9% | -16.0% | +36.9% | +21.9% |
| 3Y | +5.5% | -35.5% | +41.0% | +7.3% |
| 5Y | +22.2% | -60.5% | +82.7% | +28.9% |
| All | +87.1% | +68.8% | +18.3% | +52.1% |
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