+64.3%
XLF vs MDLZ
+17.7%
+46.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +1.9% | -3.4% | -2.0% |
| 30D | -1.2% | +0.4% | -1.6% | -1.3% |
| 3M | +9.2% | -0.6% | +9.8% | +9.1% |
| 6M | +16.3% | +14.7% | +1.6% | +11.1% |
| YTD | +5.4% | +18.0% | -12.5% | -1.0% |
| 1Y | +7.6% | +4.1% | +3.5% | +5.5% |
| 3Y | +74.2% | -4.6% | +78.8% | +73.8% |
| All | +64.3% | +17.7% | +46.6% | +39.6% |
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 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