+106.1%
MDLZ vs XPO
+1,289.5%
-1,183.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +7.9% | +4.7% | +3.2% | +7.4% |
| 3M | +8.9% | -7.1% | +16.0% | +9.6% |
| 6M | +10.5% | -6.3% | +16.7% | +10.8% |
| YTD | +27.1% | +39.1% | -11.9% | +21.8% |
| 1Y | +20.9% | +36.7% | -15.8% | +15.9% |
| 3Y | +5.5% | +127.4% | -121.9% | -7.3% |
| 5Y | +22.2% | +315.0% | -292.7% | -4.1% |
| 10Y | +106.1% | +1,263.5% | -1,157.3% | +46.0% |
| All | +106.1% | +1,289.5% | -1,183.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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