+3.2%
MDLZ vs XLB
+14.3%
-11.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | +1.4% | -3.4% | +4.8% | +2.5% |
| 3M | 0.0% | +1.6% | -1.6% | -0.5% |
| 6M | +9.1% | +3.6% | +5.5% | +7.5% |
| YTD | +17.9% | +14.2% | +3.7% | +12.7% |
| 1Y | +3.2% | +15.6% | -12.4% | -3.0% |
| All | +3.2% | +14.3% | -11.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling