+5.8%
MDLZ vs FTI
+191.5%
-185.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.1% |
| 7D | +1.7% | -7.6% | +9.3% | +1.4% |
| 30D | +11.2% | -7.1% | +18.3% | +11.0% |
| 3M | +6.1% | -8.7% | +14.8% | +5.9% |
| 6M | +8.6% | -14.0% | +22.5% | +8.3% |
| YTD | +25.8% | +42.8% | -17.0% | +26.4% |
| 1Y | +21.7% | +50.4% | -28.7% | +22.4% |
| 3Y | +5.8% | +194.1% | -188.3% | +8.9% |
| All | +5.8% | +191.5% | -185.7% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling