+72.2%
MDLZ vs FOXA
+91.7%
-19.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.4% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | +8.2% | +5.1% | +3.1% | +7.2% |
| 3M | +8.0% | +4.7% | +3.3% | +6.9% |
| 6M | +9.7% | -0.2% | +10.0% | +9.1% |
| YTD | +26.9% | -9.2% | +36.1% | +27.9% |
| 1Y | +20.9% | -0.6% | +21.5% | +19.7% |
| 3Y | +5.3% | +125.7% | -120.4% | -13.1% |
| 5Y | +21.4% | +70.2% | -48.8% | +5.1% |
| All | +72.2% | +91.7% | -19.5% | +27.8% |
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