+149.7%
XBI vs MDLZ
+86.5%
+63.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -4.6% | +1.9% | -6.5% | -5.3% |
| 30D | -2.0% | +0.4% | -2.4% | -2.2% |
| 3M | +17.8% | -0.6% | +18.4% | +17.4% |
| 6M | +23.7% | +14.7% | +9.0% | +16.4% |
| YTD | +28.2% | +18.0% | +10.3% | +18.7% |
| 1Y | +64.0% | +4.1% | +59.8% | +59.3% |
| 3Y | +99.4% | -4.6% | +104.0% | +97.9% |
| 5Y | +19.3% | +18.4% | +1.0% | +6.3% |
| All | +149.7% | +86.5% | +63.2% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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