+0.1%
MDLZ vs FRMI
-77.3%
+77.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.5% | -11.0% | +0.8% |
| 7D | 0.0% | +23.3% | -23.3% | +0.5% |
| 30D | -1.6% | -7.6% | +6.0% | -1.7% |
| 3M | +0.9% | +0.2% | +0.7% | +0.8% |
| 6M | +7.3% | -28.7% | +36.1% | +7.1% |
| YTD | +16.4% | -28.6% | +45.1% | +16.4% |
| All | +0.1% | -77.3% | +77.4% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling