+102.0%
MDLZ vs XHB
+248.4%
-146.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.0% |
| 7D | +2.2% | +1.2% | +1.0% | +1.8% |
| 30D | +10.1% | +8.9% | +1.3% | +7.2% |
| 3M | +9.1% | -4.2% | +13.2% | +10.3% |
| 6M | +10.0% | +1.4% | +8.6% | +8.7% |
| YTD | +26.8% | +1.2% | +25.6% | +24.8% |
| 1Y | +22.5% | -1.3% | +23.8% | +21.4% |
| 3Y | +5.3% | +36.6% | -31.3% | -9.7% |
| 5Y | +21.4% | +34.3% | -12.8% | +2.4% |
| 10Y | +102.0% | +241.1% | -139.0% | +8.2% |
| All | +102.0% | +248.4% | -146.4% | +8.2% |
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