+24.4%
MDLZ vs MXL
+276.5%
-252.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -11.1% | +14.6% | +3.0% |
| 7D | +8.9% | -24.3% | +33.2% | +7.7% |
| 30D | +15.2% | -46.1% | +61.3% | +12.8% |
| 3M | +9.5% | -21.8% | +31.3% | +8.9% |
| 6M | +11.7% | -27.2% | +38.9% | +10.6% |
| YTD | +28.4% | +226.2% | -197.7% | +30.5% |
| 1Y | +24.4% | +297.0% | -272.6% | +26.8% |
| All | +24.4% | +276.5% | -252.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling