+107.6%
MDLZ vs FTV
+109.2%
-1.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +2.3% | +3.9% | -1.6% | +1.2% |
| 30D | +7.9% | +18.7% | -10.7% | +2.9% |
| 3M | +7.3% | +10.0% | -2.8% | +4.3% |
| 6M | +11.7% | +14.6% | -2.9% | +7.0% |
| YTD | +28.7% | +23.4% | +5.3% | +19.8% |
| 1Y | +22.8% | +31.3% | -8.5% | +12.1% |
| 3Y | +6.6% | +39.8% | -33.2% | -7.0% |
| 5Y | +23.2% | +17.7% | +5.5% | +11.9% |
| All | +107.6% | +109.2% | -1.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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