+20.7%
XLK vs MDLZ
+22.7%
-1.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +1.6% |
| 7D | -7.6% | +8.9% | -16.5% | -3.8% |
| 30D | -12.2% | +15.2% | -27.4% | -6.3% |
| 3M | -5.5% | +9.5% | -15.0% | -1.1% |
| 6M | +9.2% | +11.7% | -2.5% | +15.8% |
| YTD | +23.0% | +28.4% | -5.4% | +33.8% |
| 1Y | +20.7% | +24.4% | -3.7% | +30.7% |
| All | +20.7% | +22.7% | -1.9% | +30.7% |
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 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