+454.2%
MDLZ vs EXEL
+255.9%
+198.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.7% | +8.4% | -10.1% | -2.2% |
| 30D | -2.1% | +4.1% | -6.2% | -2.4% |
| 3M | +1.3% | +12.4% | -11.1% | +0.5% |
| 6M | +6.2% | +41.5% | -35.3% | +3.7% |
| YTD | +15.8% | +34.6% | -18.8% | +13.4% |
| 1Y | +4.1% | +57.9% | -53.7% | +0.8% |
| 3Y | -4.1% | +159.5% | -163.6% | -10.8% |
| 5Y | +13.4% | +198.5% | -185.1% | +3.9% |
| 10Y | +75.7% | +411.4% | -335.6% | +50.6% |
| All | +454.2% | +255.9% | +198.3% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling