+17.6%
MDLZ vs XEL
+29.4%
-11.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | +1.4% | -0.9% | +2.3% | +1.7% |
| 3M | 0.0% | -1.4% | +1.4% | +0.5% |
| 6M | +9.1% | -5.8% | +14.9% | +11.4% |
| YTD | +17.9% | +4.7% | +13.2% | +15.4% |
| 1Y | +3.2% | +9.1% | -5.8% | -0.7% |
| 3Y | -2.5% | +47.8% | -50.3% | -17.9% |
| 5Y | +17.6% | +29.0% | -11.4% | +6.2% |
| All | +17.6% | +29.4% | -11.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling