+666.7%
XLE vs MDLZ
+449.8%
+216.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +2.2% | -1.7% | +3.9% | +3.0% |
| 30D | +11.8% | -2.1% | +13.9% | +12.7% |
| 3M | +9.8% | +1.3% | +8.5% | +8.6% |
| 6M | +15.6% | +6.2% | +9.4% | +11.4% |
| YTD | +45.3% | +15.8% | +29.5% | +34.1% |
| 1Y | +48.3% | +4.1% | +44.2% | +43.5% |
| 3Y | +55.4% | -4.1% | +59.5% | +52.4% |
| 5Y | +216.1% | +13.4% | +202.7% | +179.4% |
| 10Y | +178.4% | +75.7% | +102.7% | +95.6% |
| All | +666.7% | +449.8% | +216.8% | +211.5% |
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 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