+104.0%
MDLZ vs XLC
+134.8%
-30.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.2% |
| 7D | -0.4% | +3.1% | -3.5% | -1.6% |
| 30D | +8.2% | -4.2% | +12.4% | +10.0% |
| 3M | +8.0% | -2.1% | +10.1% | +8.7% |
| 6M | +9.7% | -6.6% | +16.4% | +12.3% |
| YTD | +26.9% | -7.8% | +34.7% | +30.3% |
| 1Y | +20.9% | -4.1% | +25.0% | +22.2% |
| 3Y | +5.3% | +62.6% | -57.3% | -16.7% |
| 5Y | +21.4% | +39.6% | -18.2% | +2.7% |
| All | +104.0% | +134.8% | -30.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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