+22.2%
MDLZ vs XHB
+38.1%
-15.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.1% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +10.0% | +11.8% | -1.8% | +7.4% |
| 3M | +7.1% | -3.8% | +10.9% | +7.8% |
| 6M | +9.8% | +4.1% | +5.7% | +8.3% |
| YTD | +26.6% | +4.0% | +22.7% | +24.6% |
| 1Y | +20.3% | +1.6% | +18.8% | +18.9% |
| 3Y | +5.4% | +43.2% | -37.8% | -6.8% |
| 5Y | +22.2% | +35.8% | -13.6% | +3.7% |
| All | +22.2% | +38.1% | -15.9% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling