+93.2%
MDLZ vs XYZ
+664.1%
-570.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +0.4% |
| 7D | +2.2% | +12.6% | -10.4% | +1.1% |
| 30D | +10.1% | +10.8% | -0.7% | +9.2% |
| 3M | +9.1% | +8.4% | +0.7% | +8.2% |
| 6M | +10.0% | +14.3% | -4.4% | +8.4% |
| YTD | +26.8% | +31.5% | -4.6% | +23.1% |
| 1Y | +22.5% | +28.1% | -5.6% | +19.0% |
| 3Y | +5.3% | +66.2% | -60.9% | -2.8% |
| 5Y | +21.4% | -62.3% | +83.8% | +24.1% |
| 10Y | +102.0% | +634.6% | -532.5% | +42.4% |
| All | +93.2% | +664.1% | -570.9% | +36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling