+22.2%
MDLZ vs XLC
+34.6%
-12.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.7% | +4.9% | -3.2% | +0.5% |
| 30D | +11.2% | -5.8% | +17.0% | +12.7% |
| 3M | +6.1% | -5.4% | +11.6% | +7.4% |
| 6M | +8.6% | -10.2% | +18.7% | +11.1% |
| YTD | +25.8% | -10.2% | +36.0% | +28.7% |
| 1Y | +21.7% | -5.6% | +27.3% | +22.9% |
| 3Y | +5.8% | +61.0% | -55.2% | -8.5% |
| All | +22.2% | +34.6% | -12.4% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling