+148.7%
XLK vs MDLZ
+17.7%
+131.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +0.2% | +1.9% | -1.7% | 0.0% |
| 30D | -0.6% | +0.4% | -1.0% | -0.7% |
| 3M | +2.6% | -0.6% | +3.2% | +2.6% |
| 6M | +34.0% | +14.7% | +19.2% | +29.9% |
| YTD | +30.7% | +18.0% | +12.7% | +25.4% |
| 1Y | +39.2% | +4.1% | +35.1% | +37.5% |
| 3Y | +120.4% | -4.6% | +125.0% | +120.7% |
| All | +148.7% | +17.7% | +131.1% | +112.2% |
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