+87.9%
MDLZ vs XYZ
+580.4%
-492.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.2% |
| 30D | +1.4% | +0.5% | +0.9% | +1.4% |
| 3M | 0.0% | +16.3% | -16.2% | -1.4% |
| 6M | +9.1% | +21.1% | -12.0% | +7.1% |
| YTD | +17.9% | +22.0% | -4.0% | +15.2% |
| 1Y | +3.2% | +5.2% | -1.9% | +1.9% |
| 3Y | -2.5% | +49.6% | -52.1% | -9.5% |
| 5Y | +17.6% | -68.4% | +86.0% | +22.9% |
| 10Y | +87.9% | +604.5% | -516.6% | +18.2% |
| All | +87.9% | +580.4% | -492.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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