+107.6%
MDLZ vs XLRE
+112.9%
-5.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | +7.9% | +6.9% | +1.0% | +4.1% |
| 3M | +7.3% | -0.8% | +8.1% | +7.7% |
| 6M | +11.7% | +2.1% | +9.6% | +10.5% |
| YTD | +28.7% | +12.6% | +16.1% | +20.6% |
| 1Y | +22.8% | +12.5% | +10.3% | +15.1% |
| 3Y | +6.6% | +44.2% | -37.6% | -13.7% |
| 5Y | +23.2% | +9.1% | +14.0% | +15.1% |
| All | +107.6% | +112.9% | -5.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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