+87.9%
MDLZ vs XPO
+1,410.5%
-1,322.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.6% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +1.4% | -8.1% | +9.5% | +2.2% |
| 3M | 0.0% | -19.0% | +19.1% | +2.0% |
| 6M | +9.1% | -5.2% | +14.3% | +9.3% |
| YTD | +17.9% | +35.6% | -17.6% | +13.4% |
| 1Y | +3.2% | +41.1% | -37.9% | -1.5% |
| 3Y | -2.5% | +157.9% | -160.4% | -15.9% |
| 5Y | +17.6% | +265.6% | -248.1% | -6.1% |
| 10Y | +87.9% | +1,516.8% | -1,428.9% | +26.4% |
| All | +87.9% | +1,410.5% | -1,322.5% | +26.4% |
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