+14.7%
XLF vs MDLZ
+22.7%
-7.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.3% |
| 7D | +5.5% | +8.9% | -3.4% | +5.1% |
| 30D | +9.9% | +15.2% | -5.3% | +9.5% |
| 3M | +2.6% | +9.5% | -6.9% | +2.3% |
| 6M | +15.6% | +11.7% | +3.9% | +14.9% |
| YTD | +9.4% | +28.4% | -19.0% | +7.0% |
| 1Y | +14.7% | +24.4% | -9.7% | +13.6% |
| All | +14.7% | +22.7% | -7.9% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling