+24.4%
MDLZ vs FXI
-10.5%
+35.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +3.3% |
| 7D | +8.9% | +6.6% | +2.3% | +8.7% |
| 30D | +15.2% | +2.2% | +13.0% | +15.0% |
| 3M | +9.5% | -4.7% | +14.2% | +9.3% |
| 6M | +11.7% | -4.7% | +16.3% | +12.0% |
| YTD | +28.4% | -9.0% | +37.4% | +26.9% |
| 1Y | +24.4% | -10.5% | +34.9% | +22.6% |
| All | +24.4% | -10.5% | +35.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling