+22.2%
MDLZ vs XYL
-20.5%
+42.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.3% |
| 7D | +0.1% | +2.1% | -2.0% | -0.3% |
| 30D | +10.0% | -3.4% | +13.3% | +10.4% |
| 3M | +7.1% | -17.2% | +24.2% | +10.7% |
| 6M | +9.8% | -12.0% | +21.9% | +12.1% |
| YTD | +26.6% | -26.3% | +52.9% | +33.6% |
| 1Y | +20.3% | -33.5% | +53.8% | +29.8% |
| 3Y | +5.4% | +6.4% | -1.0% | -1.5% |
| 5Y | +22.2% | -20.9% | +43.1% | +18.9% |
| All | +22.2% | -20.5% | +42.7% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling