+454.2%
MDLZ vs XLB
+687.4%
-233.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -2.1% | -0.4% | -1.7% | -2.0% |
| 3M | +1.3% | +2.0% | -0.7% | +0.4% |
| 6M | +6.2% | +1.8% | +4.4% | +5.1% |
| YTD | +15.8% | +16.6% | -0.8% | +8.6% |
| 1Y | +4.1% | +16.9% | -12.8% | -2.5% |
| 3Y | -4.1% | +32.6% | -36.6% | -15.3% |
| 5Y | +13.4% | +35.6% | -22.3% | -1.8% |
| 10Y | +75.7% | +160.0% | -84.3% | +16.2% |
| All | +454.2% | +687.4% | -233.1% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling