+1,700.0%
XLK vs MDLZ
+460.5%
+1,239.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.4% | +1.7% | -2.1% | -1.1% |
| 30D | -0.5% | +1.1% | -1.6% | -1.1% |
| 3M | +5.0% | -1.8% | +6.8% | +4.8% |
| 6M | +32.9% | +12.3% | +20.6% | +24.5% |
| YTD | +29.0% | +18.0% | +10.9% | +17.5% |
| 1Y | +37.8% | +3.8% | +34.0% | +32.4% |
| 3Y | +118.7% | -2.4% | +121.1% | +110.0% |
| 5Y | +145.6% | +18.4% | +127.1% | +113.7% |
| 10Y | +791.5% | +88.1% | +703.4% | +526.9% |
| All | +1,700.0% | +460.5% | +1,239.4% | +629.8% |
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