+9.1%
MDLZ vs FRMI
-91.8%
+100.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.8% | -14.0% | +0.2% |
| 7D | -0.4% | +34.6% | -35.0% | +0.5% |
| 30D | +8.2% | -44.6% | +52.9% | +6.8% |
| 3M | +8.0% | -72.9% | +80.9% | +5.0% |
| 6M | +9.7% | -62.3% | +72.1% | +7.3% |
| YTD | +26.9% | -74.3% | +101.1% | +24.1% |
| 1Y | +20.9% | -90.5% | +111.4% | +16.5% |
| All | +9.1% | -91.8% | +100.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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