+23.0%
MDLZ vs XME
+108.0%
-84.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +7.9% | -6.1% | +14.1% | +8.2% |
| 3M | +7.3% | -18.6% | +25.9% | +8.4% |
| 6M | +11.7% | -23.9% | +35.6% | +13.4% |
| YTD | +28.7% | -9.3% | +38.1% | +28.1% |
| 1Y | +22.8% | +1.8% | +21.0% | +20.7% |
| 3Y | +6.6% | +93.0% | -86.4% | -4.9% |
| All | +23.0% | +108.0% | -84.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling