+117.2%
MDLZ vs FTAI
+2,518.4%
-2,401.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -1.0% | +6.7% | -7.7% | -1.4% |
| 30D | +7.9% | +15.7% | -7.8% | +6.9% |
| 3M | +8.9% | -14.9% | +23.8% | +9.4% |
| 6M | +10.5% | -31.4% | +41.9% | +12.0% |
| YTD | +27.1% | -2.1% | +29.3% | +25.5% |
| 1Y | +20.9% | +23.6% | -2.7% | +17.5% |
| 3Y | +5.5% | +383.8% | -378.2% | -13.7% |
| 5Y | +22.2% | +913.3% | -891.0% | -9.5% |
| 10Y | +106.1% | +2,831.2% | -2,725.1% | +33.7% |
| All | +117.2% | +2,518.4% | -2,401.2% | +34.4% |
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