+14.6%
MDLZ vs FPS
-13.7%
+28.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -17.3% | +20.8% | +1.8% |
| 7D | +8.9% | -23.3% | +32.2% | +6.7% |
| 30D | +15.2% | -42.4% | +57.6% | +11.1% |
| 3M | +9.5% | -43.0% | +52.5% | +5.7% |
| 6M | +11.7% | -44.5% | +56.2% | +5.9% |
| All | +14.6% | -13.7% | +28.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling