+447.3%
MDLZ vs XOP
+67.7%
+379.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | -10.0% | +10.1% | +1.7% |
| 30D | +10.0% | -9.1% | +19.1% | +11.5% |
| 3M | +7.1% | +5.1% | +2.0% | +5.9% |
| 6M | +9.8% | +6.4% | +3.4% | +8.3% |
| YTD | +26.6% | +39.7% | -13.1% | +19.1% |
| 1Y | +20.3% | +37.2% | -16.9% | +13.4% |
| 3Y | +5.4% | +37.6% | -32.2% | -2.1% |
| 5Y | +22.2% | +76.5% | -54.3% | +5.9% |
| 10Y | +92.2% | +42.6% | +49.5% | +57.4% |
| All | +447.3% | +67.7% | +379.5% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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