+87.9%
MDLZ vs XHB
+202.9%
-115.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | +1.4% | -8.3% | +9.8% | +4.1% |
| 3M | 0.0% | -7.1% | +7.2% | +1.8% |
| 6M | +9.1% | -5.3% | +14.4% | +10.0% |
| YTD | +17.9% | -3.2% | +21.1% | +17.8% |
| 1Y | +3.2% | -13.9% | +17.1% | +6.9% |
| 3Y | -2.5% | +24.9% | -27.4% | -13.7% |
| 5Y | +17.6% | +34.5% | -16.9% | -1.3% |
| 10Y | +87.9% | +215.5% | -127.5% | +10.6% |
| All | +87.9% | +202.9% | -115.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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