+81.7%
MDLZ vs MXL
+313.4%
-231.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.3% |
| 7D | +1.9% | +18.9% | -17.0% | +1.3% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | -0.6% | -8.0% | +7.4% | -1.5% |
| 6M | +14.7% | +341.2% | -326.5% | +2.2% |
| YTD | +18.0% | +327.8% | -309.8% | +5.1% |
| 1Y | +4.1% | +364.9% | -360.8% | -8.2% |
| 3Y | -4.6% | +229.2% | -233.8% | -17.5% |
| 5Y | +18.4% | +42.8% | -24.4% | +7.6% |
| All | +81.7% | +313.4% | -231.7% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling