+5.8%
MDLZ vs FXI
+41.7%
-35.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | +5.7% | -4.0% | +1.4% |
| 30D | +11.2% | +4.6% | +6.6% | +10.9% |
| 3M | +6.1% | -2.8% | +8.9% | +6.2% |
| 6M | +8.6% | -6.1% | +14.6% | +8.9% |
| YTD | +25.8% | -8.0% | +33.9% | +26.2% |
| 1Y | +21.7% | -11.3% | +33.0% | +22.2% |
| 3Y | +5.8% | +42.6% | -36.8% | +4.0% |
| All | +5.8% | +41.7% | -35.9% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling