+106.1%
MDLZ vs XLB
+165.5%
-59.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.0% | -1.6% | +0.6% | -0.3% |
| 30D | +7.9% | +7.2% | +0.7% | +4.5% |
| 3M | +8.9% | 0.0% | +8.9% | +8.9% |
| 6M | +10.5% | +2.3% | +8.2% | +9.0% |
| YTD | +27.1% | +18.4% | +8.7% | +16.6% |
| 1Y | +20.9% | +23.3% | -2.4% | +8.7% |
| 3Y | +5.5% | +45.2% | -39.6% | -13.8% |
| 5Y | +22.2% | +31.0% | -8.7% | +3.8% |
| 10Y | +106.1% | +168.8% | -62.6% | +15.8% |
| All | +106.1% | +165.5% | -59.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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