+128.8%
XLP vs MDLZ
+91.9%
+36.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +8.9% | +10.0% | -1.0% | +3.3% |
| 3M | +7.5% | +7.1% | +0.4% | +3.4% |
| 6M | +9.4% | +9.8% | -0.4% | +3.5% |
| YTD | +19.3% | +26.6% | -7.4% | +3.6% |
| 1Y | +21.7% | +20.3% | +1.4% | +8.8% |
| 3Y | +44.0% | +5.4% | +38.6% | +36.4% |
| 5Y | +42.8% | +22.2% | +20.6% | +22.5% |
| 10Y | +128.8% | +92.2% | +36.6% | +52.8% |
| All | +128.8% | +91.9% | +36.8% | +52.8% |
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