-3.7%
MDLZ vs MXL
+186.9%
-190.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | +0.7% |
| 7D | 0.0% | +15.5% | -15.4% | +0.4% |
| 30D | -1.6% | -11.3% | +9.7% | -1.8% |
| 3M | +0.9% | -16.1% | +17.0% | +0.7% |
| 6M | +7.3% | +323.0% | -315.7% | +9.1% |
| YTD | +16.4% | +281.5% | -265.1% | +18.3% |
| 1Y | +3.0% | +319.3% | -316.3% | +4.7% |
| 3Y | -3.7% | +189.4% | -193.1% | -2.7% |
| All | -3.7% | +186.9% | -190.6% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling