+15.6%
MDLZ vs XYZ
-69.7%
+85.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | 0.0% | +2.9% | -2.8% | -0.1% |
| 30D | -1.6% | +1.4% | -3.0% | -1.7% |
| 3M | +0.9% | +14.6% | -13.7% | +0.2% |
| 6M | +7.3% | +20.8% | -13.4% | +6.2% |
| YTD | +16.4% | +23.1% | -6.6% | +14.8% |
| 1Y | +3.0% | +5.6% | -2.7% | +2.2% |
| 3Y | -3.7% | +50.9% | -54.6% | -8.4% |
| 5Y | +15.6% | -68.6% | +84.2% | +14.0% |
| All | +15.6% | -69.7% | +85.4% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling