+15.6%
MDLZ vs FXI
-7.1%
+22.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +0.8% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -1.6% | -3.2% | +1.7% | -1.3% |
| 3M | +0.9% | +1.7% | -0.8% | +0.7% |
| 6M | +7.3% | -1.6% | +8.9% | +7.4% |
| YTD | +16.4% | -7.9% | +24.4% | +17.0% |
| 1Y | +3.0% | -9.6% | +12.6% | +3.6% |
| 3Y | -3.7% | +40.5% | -44.2% | -7.2% |
| 5Y | +15.6% | -6.2% | +21.9% | +12.3% |
| All | +15.6% | -7.1% | +22.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling