+1.9%
MDLZ vs FTI
+98.5%
-96.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -1.6% | +12.3% | -13.9% | -1.5% |
| 3M | +0.9% | +13.8% | -12.9% | +1.0% |
| 6M | +7.3% | +24.3% | -16.9% | +6.3% |
| YTD | +16.4% | +75.8% | -59.3% | +13.9% |
| All | +1.9% | +98.5% | -96.6% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling