+400.3%
MDLZ vs XOP
+82.9%
+317.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -1.7% | +2.6% | -4.3% | -2.1% |
| 30D | -2.1% | +15.4% | -17.6% | -4.4% |
| 3M | +1.3% | +12.1% | -10.7% | -0.7% |
| 6M | +6.2% | +19.7% | -13.5% | +2.8% |
| YTD | +15.8% | +52.4% | -36.6% | +7.7% |
| 1Y | +4.1% | +47.6% | -43.4% | -2.9% |
| 3Y | -4.1% | +34.4% | -38.5% | -10.4% |
| 5Y | +13.4% | +154.4% | -141.0% | -7.9% |
| 10Y | +75.7% | +54.7% | +21.1% | +42.2% |
| All | +400.3% | +82.9% | +317.4% | +241.7% |
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