+137.2%
XLP vs MDLZ
+105.5%
+31.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -0.5% | -1.0% | +0.5% | 0.0% |
| 30D | +8.3% | +7.9% | +0.4% | +3.8% |
| 3M | +8.7% | +8.9% | -0.2% | +3.5% |
| 6M | +11.2% | +10.5% | +0.7% | +4.8% |
| YTD | +20.0% | +27.1% | -7.1% | +4.0% |
| 1Y | +21.3% | +20.9% | +0.4% | +8.1% |
| 3Y | +43.8% | +5.5% | +38.3% | +36.2% |
| 5Y | +43.3% | +22.2% | +21.1% | +22.9% |
| All | +137.2% | +105.5% | +31.7% | +54.8% |
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 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