+10.5%
MDLZ vs FTV
+11.2%
-0.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.0% | -0.7% | -0.4% | -1.0% |
| 30D | +7.9% | +18.3% | -10.4% | +6.6% |
| 3M | +8.9% | +10.2% | -1.3% | +8.0% |
| 6M | +10.5% | +12.8% | -2.3% | +7.0% |
| All | +10.5% | +11.2% | -0.7% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling