+81.8%
MDLZ vs XEL
+151.3%
-69.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | +1.1% | -2.9% | +4.0% | +2.5% |
| 3M | -1.8% | -2.7% | +0.9% | -0.6% |
| 6M | +12.3% | -6.5% | +18.8% | +15.6% |
| YTD | +18.0% | +3.6% | +14.4% | +15.3% |
| 1Y | +3.8% | +7.5% | -3.7% | -0.7% |
| 3Y | -2.4% | +46.3% | -48.7% | -22.0% |
| 5Y | +18.4% | +30.5% | -12.1% | -0.6% |
| All | +81.8% | +151.3% | -69.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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