-4.3%
MDLZ vs FOXA
+119.1%
-123.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | -1.7% | -4.0% | +2.2% | -1.4% |
| 30D | -2.1% | +12.0% | -14.1% | -3.0% |
| 3M | +1.3% | +0.3% | +1.1% | +0.9% |
| 6M | +6.2% | +12.5% | -6.3% | +5.2% |
| YTD | +15.8% | -9.6% | +25.4% | +16.0% |
| 1Y | +4.1% | +8.6% | -4.5% | +2.9% |
| All | -4.3% | +119.1% | -123.4% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling