+314.2%
XLF vs MDLZ
+460.1%
-145.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -1.3% | +1.4% | -2.7% | -2.2% |
| 3M | +9.1% | 0.0% | +9.1% | +8.4% |
| 6M | +14.4% | +9.1% | +5.2% | +7.6% |
| YTD | +5.1% | +17.9% | -12.9% | -6.1% |
| 1Y | +8.6% | +3.2% | +5.4% | +4.4% |
| 3Y | +74.4% | -2.5% | +76.9% | +68.4% |
| 5Y | +64.4% | +17.6% | +46.8% | +40.0% |
| 10Y | +251.6% | +87.9% | +163.7% | +119.8% |
| All | +314.2% | +460.1% | -145.9% | +25.7% |
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