+345.5%
MDLZ vs MXL
+249.5%
+95.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.6% |
| 7D | -1.7% | +1.6% | -3.4% | -1.8% |
| 30D | -2.1% | -7.0% | +4.9% | -2.0% |
| 3M | +1.3% | -33.4% | +34.7% | +1.8% |
| 6M | +6.2% | +260.2% | -254.0% | -6.7% |
| YTD | +15.8% | +260.0% | -244.2% | +1.4% |
| 1Y | +4.1% | +303.5% | -299.4% | -10.0% |
| 3Y | -4.1% | +160.4% | -164.5% | -18.3% |
| 5Y | +13.4% | +14.7% | -1.3% | +1.2% |
| 10Y | +75.7% | +215.6% | -139.9% | +29.7% |
| All | +345.5% | +249.5% | +95.9% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling