+17.3%
MDLZ vs XLRE
+8.4%
+8.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +1.9% | -1.2% | +3.1% | +2.4% |
| 30D | +0.4% | -2.4% | +2.8% | +1.5% |
| 3M | -0.6% | -2.5% | +1.9% | +0.6% |
| 6M | +14.7% | +4.0% | +10.7% | +12.9% |
| YTD | +18.0% | +9.3% | +8.7% | +13.5% |
| 1Y | +4.1% | +5.6% | -1.5% | +1.7% |
| 3Y | -4.6% | +31.3% | -35.9% | -15.4% |
| All | +17.3% | +8.4% | +8.9% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling