+682.1%
XLE vs MDLZ
+511.4%
+170.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | +5.4% | +2.3% | +3.1% | +4.3% |
| 30D | -3.9% | +7.9% | -11.9% | -7.6% |
| 3M | +7.0% | +7.3% | -0.2% | +3.2% |
| 6M | +14.2% | +11.7% | +2.5% | +7.5% |
| YTD | +48.2% | +28.7% | +19.4% | +29.8% |
| 1Y | +47.7% | +22.8% | +24.9% | +32.2% |
| 3Y | +70.0% | +6.6% | +63.4% | +58.7% |
| 5Y | +169.1% | +23.2% | +146.0% | +128.8% |
| 10Y | +180.7% | +108.7% | +72.0% | +82.0% |
| All | +682.1% | +511.4% | +170.7% | +201.6% |
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