+104.5%
MDLZ vs FTAI
+2,699.0%
-2,594.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | 0.0% |
| 7D | -0.4% | +12.9% | -13.2% | -1.0% |
| 30D | +8.2% | +9.9% | -1.6% | +7.4% |
| 3M | +8.0% | -19.1% | +27.1% | +8.7% |
| 6M | +9.7% | -30.9% | +40.6% | +11.1% |
| YTD | +26.9% | -6.3% | +33.2% | +25.5% |
| 1Y | +20.9% | +20.0% | +0.9% | +17.6% |
| 3Y | +5.3% | +363.0% | -357.7% | -14.0% |
| 5Y | +21.4% | +864.8% | -843.4% | -10.8% |
| All | +104.5% | +2,699.0% | -2,594.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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