+510.2%
MDLZ vs XPO
+10,043.1%
-9,532.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.6% | +0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +10.0% | +2.5% | +7.5% | +9.8% |
| 3M | +7.1% | -7.2% | +14.2% | +7.4% |
| 6M | +9.8% | -8.1% | +17.9% | +10.1% |
| YTD | +26.6% | +38.3% | -11.7% | +24.0% |
| 1Y | +20.3% | +33.6% | -13.2% | +18.0% |
| 3Y | +5.4% | +133.1% | -127.7% | -0.9% |
| 5Y | +22.2% | +308.9% | -286.7% | +10.0% |
| 10Y | +92.2% | +1,371.8% | -1,279.6% | +61.8% |
| All | +510.2% | +10,043.1% | -9,532.8% | +389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling