+23.0%
MDLZ vs XLC
+40.7%
-17.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +2.3% | +3.7% | -1.4% | +1.4% |
| 30D | +7.9% | -1.9% | +9.9% | +8.4% |
| 3M | +7.3% | -3.1% | +10.4% | +7.9% |
| 6M | +11.7% | -6.4% | +18.0% | +13.2% |
| YTD | +28.7% | -6.8% | +35.6% | +30.6% |
| 1Y | +22.8% | -1.7% | +24.5% | +22.9% |
| 3Y | +6.6% | +64.7% | -58.1% | -8.3% |
| All | +23.0% | +40.7% | -17.7% | +8.2% |
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