+104.5%
MDLZ vs XYL
+100.1%
+4.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -0.4% | -6.0% | +5.6% | +1.4% |
| 30D | +8.2% | -8.3% | +16.5% | +10.4% |
| 3M | +8.0% | -22.6% | +30.6% | +15.6% |
| 6M | +9.7% | -15.0% | +24.8% | +14.0% |
| YTD | +26.9% | -30.2% | +57.1% | +38.8% |
| 1Y | +20.9% | -36.4% | +57.3% | +36.0% |
| 3Y | +5.3% | -0.9% | +6.2% | +0.5% |
| 5Y | +21.4% | -23.4% | +44.7% | +23.7% |
| All | +104.5% | +100.1% | +4.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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