-4.5%
MDLZ vs FRSH
-46.5%
+42.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +1.7% | -11.2% | +12.8% | +1.7% |
| 30D | +1.1% | -0.8% | +2.0% | +1.1% |
| 3M | -1.8% | +26.4% | -28.3% | -1.6% |
| 6M | +12.3% | +48.4% | -36.1% | +12.8% |
| YTD | +18.0% | -3.1% | +21.1% | +19.0% |
| 1Y | +3.8% | -8.7% | +12.5% | +4.7% |
| All | -4.5% | -46.5% | +42.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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