+422.2%
MDLZ vs FXI
+221.5%
+200.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.7% | +1.0% | -2.8% | -2.0% |
| 30D | -2.1% | -0.6% | -1.6% | -2.0% |
| 3M | +1.3% | +1.9% | -0.6% | +0.8% |
| 6M | +6.2% | -0.2% | +6.4% | +6.0% |
| YTD | +15.8% | -5.6% | +21.4% | +16.9% |
| 1Y | +4.1% | -4.7% | +8.8% | +4.7% |
| 3Y | -4.1% | +38.0% | -42.1% | -13.6% |
| 5Y | +13.4% | -2.7% | +16.0% | +8.1% |
| 10Y | +75.7% | +19.9% | +55.8% | +55.3% |
| All | +422.2% | +221.5% | +200.7% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling