+21.4%
MDLZ vs EXEL
+289.1%
-267.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | +8.2% | +17.4% | -9.1% | +6.9% |
| 3M | +8.0% | +38.6% | -30.6% | +5.2% |
| 6M | +9.7% | +41.2% | -31.5% | +6.6% |
| YTD | +26.9% | +59.3% | -32.5% | +21.8% |
| 1Y | +20.9% | +60.2% | -39.3% | +16.0% |
| 3Y | +5.3% | +232.6% | -227.3% | -8.7% |
| 5Y | +21.4% | +285.9% | -264.5% | +3.5% |
| All | +21.4% | +289.1% | -267.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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