+454.2%
MDLZ vs XEL
+601.9%
-147.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.7% | -1.0% | -0.8% | -1.5% |
| 30D | -2.1% | -1.9% | -0.2% | -1.6% |
| 3M | +1.3% | -1.9% | +3.2% | +1.8% |
| 6M | +6.2% | -7.4% | +13.6% | +8.4% |
| YTD | +15.8% | +4.1% | +11.7% | +14.2% |
| 1Y | +4.1% | +8.0% | -3.9% | +1.5% |
| 3Y | -4.1% | +48.4% | -52.5% | -15.4% |
| 5Y | +13.4% | +27.2% | -13.9% | +4.1% |
| 10Y | +75.7% | +146.8% | -71.1% | +37.8% |
| All | +454.2% | +601.9% | -147.7% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling