+1.4%
MDLZ vs FRMI
-78.0%
+79.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +1.2% |
| 7D | 0.0% | +15.9% | -16.0% | +0.3% |
| 30D | +1.4% | -6.0% | +7.4% | +1.4% |
| 3M | 0.0% | -1.6% | +1.6% | -0.2% |
| 6M | +9.1% | -30.7% | +39.8% | +8.8% |
| YTD | +17.9% | -30.9% | +48.8% | +17.8% |
| All | +1.4% | -78.0% | +79.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling