+87.9%
MDLZ vs XME
+412.4%
-324.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +1.4% | +1.4% | 0.0% | +1.1% |
| 3M | 0.0% | +2.7% | -2.7% | -0.7% |
| 6M | +9.1% | +6.5% | +2.6% | +7.2% |
| YTD | +17.9% | +15.2% | +2.8% | +13.8% |
| 1Y | +3.2% | +43.5% | -40.3% | -4.7% |
| 3Y | -2.5% | +135.9% | -138.4% | -19.8% |
| 5Y | +17.6% | +181.5% | -163.9% | -9.5% |
| 10Y | +87.9% | +436.9% | -348.9% | +9.4% |
| All | +87.9% | +412.4% | -324.5% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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