+97.8%
MDLZ vs FTAI
+2,582.9%
-2,485.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -2.1% | -12.1% | +10.0% | -1.5% |
| 3M | +1.3% | -21.3% | +22.7% | +2.3% |
| 6M | +6.2% | -30.2% | +36.4% | +7.6% |
| YTD | +15.8% | +0.3% | +15.5% | +14.5% |
| 1Y | +4.1% | +27.2% | -23.0% | +1.2% |
| 3Y | -4.1% | +443.9% | -448.0% | -22.3% |
| 5Y | +13.4% | +853.5% | -840.2% | -15.3% |
| 10Y | +75.7% | +3,169.1% | -3,093.3% | +13.3% |
| All | +97.8% | +2,582.9% | -2,485.1% | +22.7% |
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