+466.0%
MDLZ vs FTI
+2,165.1%
-1,699.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | +5.3% | -7.0% | -2.3% |
| 30D | -2.1% | +15.3% | -17.4% | -3.8% |
| 3M | +1.3% | +15.8% | -14.4% | -0.6% |
| 6M | +6.2% | +22.6% | -16.4% | +3.3% |
| YTD | +15.8% | +79.5% | -63.8% | +7.7% |
| 1Y | +4.1% | +102.0% | -97.9% | -4.6% |
| 3Y | -4.1% | +315.8% | -319.9% | -21.0% |
| 5Y | +13.4% | +1,129.5% | -1,116.1% | -21.3% |
| 10Y | +75.7% | +320.9% | -245.2% | +28.5% |
| All | +466.0% | +2,165.1% | -1,699.1% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling