+102.0%
MDLZ vs FTI
+178.7%
-76.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.2% | -3.3% | +5.5% | +2.4% |
| 30D | +10.1% | -7.2% | +17.4% | +10.7% |
| 3M | +9.1% | -12.9% | +22.0% | +10.1% |
| 6M | +10.0% | -7.9% | +17.8% | +10.3% |
| YTD | +26.8% | +45.2% | -18.3% | +22.3% |
| 1Y | +22.5% | +48.1% | -25.6% | +17.9% |
| 3Y | +5.3% | +205.0% | -199.7% | -6.2% |
| 5Y | +21.4% | +838.8% | -817.4% | -5.9% |
| 10Y | +102.0% | +174.8% | -72.7% | +58.8% |
| All | +102.0% | +178.7% | -76.6% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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