+81.8%
MDLZ vs FTAI
+2,995.8%
-2,914.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.2% |
| 7D | +1.7% | -9.7% | +11.3% | +2.2% |
| 30D | +1.1% | -20.0% | +21.1% | +2.2% |
| 3M | -1.8% | -20.1% | +18.2% | -1.1% |
| 6M | +12.3% | -33.3% | +45.6% | +13.9% |
| YTD | +18.0% | -8.0% | +26.0% | +17.2% |
| 1Y | +3.8% | +8.0% | -4.1% | +1.9% |
| 3Y | -2.4% | +413.4% | -415.8% | -21.2% |
| 5Y | +18.4% | +858.6% | -840.2% | -12.7% |
| All | +81.8% | +2,995.8% | -2,914.0% | +16.2% |
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