+176.7%
MDLZ vs USFR
+28.6%
+148.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +10.1% | +0.4% | +9.7% | +10.0% |
| 3M | +9.1% | +1.1% | +8.0% | +8.8% |
| 6M | +10.0% | +2.1% | +7.9% | +9.4% |
| YTD | +26.8% | +3.4% | +23.4% | +25.8% |
| 1Y | +22.5% | +4.1% | +18.4% | +21.3% |
| 3Y | +5.3% | +14.4% | -9.1% | +2.0% |
| 5Y | +21.4% | +21.4% | +0.1% | +16.0% |
| 10Y | +102.0% | +28.5% | +73.5% | +89.8% |
| All | +176.7% | +28.6% | +148.1% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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