+400.3%
MDLZ vs XME
+242.3%
+158.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | +6.0% | -8.1% | -3.2% |
| 3M | +1.3% | -7.7% | +9.1% | +2.2% |
| 6M | +6.2% | +1.0% | +5.2% | +5.0% |
| YTD | +15.8% | +14.6% | +1.2% | +11.5% |
| 1Y | +4.1% | +46.0% | -41.8% | -4.5% |
| 3Y | -4.1% | +127.0% | -131.1% | -20.4% |
| 5Y | +13.4% | +175.8% | -162.4% | -11.3% |
| 10Y | +75.7% | +414.6% | -338.9% | +15.4% |
| All | +400.3% | +242.3% | +158.0% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling