+23.0%
MDLZ vs XLB
+28.0%
-5.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +7.9% | +5.2% | +2.8% | +6.0% |
| 3M | +7.3% | +0.3% | +6.9% | +7.1% |
| 6M | +11.7% | +1.2% | +10.5% | +11.0% |
| YTD | +28.7% | +16.6% | +12.1% | +21.1% |
| 1Y | +22.8% | +21.4% | +1.3% | +13.6% |
| 3Y | +6.6% | +43.2% | -36.6% | -9.0% |
| All | +23.0% | +28.0% | -5.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling