+16.1%
MDLZ vs FTAI
+993.2%
-977.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | 0.0% | +3.9% | -3.9% | 0.0% |
| 30D | -1.6% | -8.8% | +7.3% | -1.4% |
| 3M | +0.9% | -14.5% | +15.4% | +1.0% |
| 6M | +7.3% | -24.0% | +31.4% | +7.6% |
| YTD | +16.4% | +0.5% | +16.0% | +15.9% |
| 1Y | +3.0% | +19.1% | -16.2% | +2.0% |
| 3Y | -3.7% | +460.7% | -464.5% | -19.8% |
| All | +16.1% | +993.2% | -977.1% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling