+17.6%
MDLZ vs MXL
+34.9%
-17.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.3% |
| 7D | 0.0% | +19.0% | -19.0% | 0.0% |
| 30D | +1.4% | +4.5% | -3.0% | +1.5% |
| 3M | 0.0% | -1.5% | +1.5% | -0.4% |
| 6M | +9.1% | +348.6% | -339.5% | +5.5% |
| YTD | +17.9% | +310.3% | -292.3% | +14.1% |
| 1Y | +3.2% | +344.7% | -341.5% | -0.5% |
| 3Y | -2.5% | +211.2% | -213.7% | -6.6% |
| 5Y | +17.6% | +34.8% | -17.3% | +15.4% |
| All | +17.6% | +34.9% | -17.3% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling