+795.4%
XLI vs MDLZ
+460.1%
+335.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | -0.6% | 0.0% | -0.5% | -0.6% |
| 30D | -6.9% | +1.4% | -8.4% | -7.6% |
| 3M | -1.9% | 0.0% | -2.0% | -2.7% |
| 6M | +1.0% | +9.1% | -8.1% | -3.9% |
| YTD | +11.3% | +17.9% | -6.6% | +1.8% |
| 1Y | +15.8% | +3.2% | +12.6% | +12.2% |
| 3Y | +69.8% | -2.5% | +72.3% | +65.2% |
| 5Y | +80.9% | +17.6% | +63.3% | +59.5% |
| 10Y | +257.2% | +87.9% | +169.3% | +150.2% |
| All | +795.4% | +460.1% | +335.3% | +263.6% |
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