+521.5%
MDLZ vs FTI
+1,755.2%
-1,233.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | +7.9% | -6.3% | +14.2% | +8.6% |
| 3M | +8.9% | -13.1% | +22.0% | +10.4% |
| 6M | +10.5% | -8.0% | +18.5% | +11.0% |
| YTD | +27.1% | +47.1% | -19.9% | +20.7% |
| 1Y | +20.9% | +50.7% | -29.8% | +14.4% |
| 3Y | +5.5% | +209.0% | -203.4% | -10.0% |
| 5Y | +22.2% | +847.0% | -824.7% | -12.3% |
| 10Y | +106.1% | +184.3% | -78.2% | +58.4% |
| All | +521.5% | +1,755.2% | -1,233.6% | +312.5% |
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 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