+76.3%
MDLZ vs XYZ
+638.9%
-562.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | -1.7% | -1.0% | -0.8% | -1.7% |
| 30D | -2.1% | -1.7% | -0.4% | -2.0% |
| 3M | +1.3% | +16.7% | -15.4% | -0.1% |
| 6M | +6.2% | +26.9% | -20.7% | +3.8% |
| YTD | +15.8% | +27.1% | -11.4% | +12.8% |
| 1Y | +4.1% | +9.3% | -5.1% | +2.5% |
| 3Y | -4.1% | +42.3% | -46.4% | -10.3% |
| 5Y | +13.4% | -69.3% | +82.7% | +18.4% |
| 10Y | +75.7% | +586.8% | -511.1% | +24.6% |
| All | +76.3% | +638.9% | -562.6% | +25.2% |
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 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