+23.0%
MDLZ vs FRSH
-66.7%
+89.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +4.6% | -2.3% | +2.2% |
| 30D | +7.9% | -7.5% | +15.4% | +8.1% |
| 3M | +7.3% | -0.1% | +7.3% | +7.2% |
| 6M | +11.7% | +54.5% | -42.8% | +10.4% |
| YTD | +28.7% | +3.4% | +25.3% | +28.7% |
| 1Y | +22.8% | +6.4% | +16.4% | +22.6% |
| 3Y | +6.6% | -26.3% | +32.8% | +7.0% |
| All | +23.0% | -66.7% | +89.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling