+268.4%
MDLZ vs XYL
+449.8%
-181.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.3% |
| 7D | -1.7% | -5.0% | +3.3% | -0.3% |
| 30D | -2.1% | -13.2% | +11.1% | +1.9% |
| 3M | +1.3% | -3.7% | +5.0% | +2.2% |
| 6M | +6.2% | -17.7% | +23.9% | +11.8% |
| YTD | +15.8% | -21.5% | +37.3% | +23.2% |
| 1Y | +4.1% | -24.5% | +28.6% | +11.9% |
| 3Y | -4.1% | +6.9% | -11.0% | -9.5% |
| 5Y | +13.4% | -18.1% | +31.4% | +14.2% |
| 10Y | +75.7% | +134.7% | -59.0% | +21.3% |
| All | +268.4% | +449.8% | -181.3% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling