+119.9%
MDLZ vs FTAI
+2,369.3%
-2,249.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +7.9% | +10.7% | -2.7% | +7.1% |
| 3M | +7.3% | -16.4% | +23.7% | +7.8% |
| 6M | +11.7% | -32.2% | +43.9% | +13.2% |
| YTD | +28.7% | -7.7% | +36.5% | +27.4% |
| 1Y | +22.8% | +18.7% | +4.0% | +19.5% |
| 3Y | +6.6% | +354.3% | -347.7% | -12.5% |
| 5Y | +23.2% | +850.7% | -827.5% | -8.5% |
| 10Y | +108.7% | +2,664.3% | -2,555.6% | +35.8% |
| All | +119.9% | +2,369.3% | -2,249.4% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling