+176.9%
XLE vs MDLZ
+86.6%
+90.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.5% | +1.7% | -1.2% | -0.2% |
| 30D | +6.6% | +1.1% | +5.4% | +6.0% |
| 3M | +12.3% | -1.8% | +14.1% | +12.7% |
| 6M | +18.4% | +12.3% | +6.1% | +11.8% |
| YTD | +47.2% | +18.0% | +29.2% | +35.6% |
| 1Y | +50.3% | +3.8% | +46.5% | +46.1% |
| 3Y | +55.3% | -2.4% | +57.7% | +51.4% |
| 5Y | +226.0% | +18.4% | +207.5% | +177.5% |
| All | +176.9% | +86.6% | +90.3% | +95.7% |
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