+225.0%
XLE vs MDLZ
+15.5%
+209.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +12.6% | -1.6% | +14.2% | +12.9% |
| 3M | +11.8% | +0.9% | +11.0% | +11.5% |
| 6M | +16.1% | +7.3% | +8.7% | +14.3% |
| YTD | +46.9% | +16.4% | +30.4% | +42.3% |
| 1Y | +53.3% | +3.0% | +50.3% | +51.6% |
| 3Y | +54.9% | -3.7% | +58.6% | +53.6% |
| All | +225.0% | +15.5% | +209.5% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling