+102.9%
XLP vs MDLZ
+77.5%
+25.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -1.0% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | -1.3% | -1.6% | +0.3% | -0.5% |
| 3M | +1.8% | +0.9% | +1.0% | +1.1% |
| 6M | -0.8% | +7.3% | -8.2% | -5.1% |
| YTD | +9.5% | +16.4% | -6.9% | -0.1% |
| 1Y | +7.2% | +3.0% | +4.2% | +4.5% |
| 3Y | +27.1% | -3.7% | +30.9% | +26.6% |
| 5Y | +32.0% | +15.6% | +16.4% | +17.0% |
| 10Y | +102.9% | +79.0% | +23.9% | +42.2% |
| All | +102.9% | +77.5% | +25.4% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling