+79.0%
MDLZ vs XLB
+159.0%
-80.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -1.6% | -1.7% | +0.2% | -0.8% |
| 3M | +0.9% | +4.4% | -3.5% | -1.4% |
| 6M | +7.3% | +5.0% | +2.3% | +4.4% |
| YTD | +16.4% | +15.5% | +1.0% | +8.1% |
| 1Y | +3.0% | +14.9% | -12.0% | -4.4% |
| 3Y | -3.7% | +34.5% | -38.3% | -18.4% |
| 5Y | +15.6% | +36.5% | -20.9% | -4.3% |
| 10Y | +79.0% | +159.6% | -80.6% | -2.8% |
| All | +79.0% | +159.0% | -80.0% | -2.8% |
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