+49.9%
XLE vs MDLZ
+22.7%
+27.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -5.2% |
| 7D | -7.2% | +8.9% | -16.1% | -8.5% |
| 30D | +0.1% | +15.2% | -15.1% | -2.4% |
| 3M | +9.2% | +9.5% | -0.3% | +7.3% |
| 6M | +8.4% | +11.7% | -3.3% | +6.0% |
| YTD | +44.9% | +28.4% | +16.4% | +34.1% |
| 1Y | +49.9% | +24.4% | +25.4% | +40.4% |
| All | +49.9% | +22.7% | +27.2% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling