+166.9%
XLE vs MDLZ
+23.2%
+143.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +5.4% | +2.3% | +3.1% | +5.0% |
| 30D | -3.9% | +7.9% | -11.9% | -5.3% |
| 3M | +7.0% | +7.3% | -0.2% | +5.6% |
| 6M | +14.2% | +11.7% | +2.5% | +11.7% |
| YTD | +48.2% | +28.7% | +19.4% | +40.9% |
| 1Y | +47.7% | +22.8% | +24.9% | +41.6% |
| 3Y | +70.0% | +6.6% | +63.4% | +65.4% |
| All | +166.9% | +23.2% | +143.7% | +137.3% |
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