+60.1%
MDLZ vs FOXA
+86.3%
-26.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | 0.0% | -5.4% | +5.4% | +0.9% |
| 30D | +1.4% | +1.1% | +0.3% | +1.1% |
| 3M | 0.0% | -6.1% | +6.1% | +0.6% |
| 6M | +9.1% | +8.2% | +0.9% | +6.9% |
| YTD | +17.9% | -11.8% | +29.7% | +19.6% |
| 1Y | +3.2% | +9.9% | -6.7% | +0.2% |
| 3Y | -2.5% | +110.7% | -113.2% | -18.4% |
| 5Y | +17.6% | +86.9% | -69.4% | -0.6% |
| All | +60.1% | +86.3% | -26.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling