+906.3%
XBI vs MDLZ
+461.1%
+445.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -4.6% | +1.9% | -6.5% | -5.5% |
| 30D | -2.0% | +0.4% | -2.4% | -2.3% |
| 3M | +17.8% | -0.6% | +18.4% | +17.3% |
| 6M | +23.7% | +14.7% | +9.0% | +14.8% |
| YTD | +28.2% | +18.0% | +10.3% | +16.7% |
| 1Y | +64.0% | +4.1% | +59.8% | +57.9% |
| 3Y | +99.4% | -4.6% | +104.0% | +96.5% |
| 5Y | +19.3% | +18.4% | +1.0% | +4.5% |
| 10Y | +158.7% | +88.0% | +70.7% | +73.7% |
| All | +906.3% | +461.1% | +445.2% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling