+87.9%
MDLZ vs FTV
+78.2%
+9.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | 0.0% | -1.3% | +1.2% | +0.3% |
| 30D | +1.4% | -9.5% | +11.0% | +4.3% |
| 3M | 0.0% | -10.9% | +10.9% | +2.9% |
| 6M | +9.1% | -0.6% | +9.8% | +8.6% |
| YTD | +17.9% | +1.4% | +16.5% | +16.1% |
| 1Y | +3.2% | +17.6% | -14.4% | -3.1% |
| 3Y | -2.5% | -3.3% | +0.8% | -4.8% |
| 5Y | +17.6% | -0.1% | +17.7% | +11.5% |
| 10Y | +87.9% | +82.5% | +5.5% | +28.0% |
| All | +87.9% | +78.2% | +9.8% | +28.0% |
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