+514.8%
XLP vs MDLZ
+449.8%
+65.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.3% |
| 30D | -0.9% | -2.1% | +1.2% | 0.0% |
| 3M | +3.8% | +1.3% | +2.5% | +3.0% |
| 6M | -1.7% | +6.2% | -7.9% | -4.6% |
| YTD | +10.3% | +15.8% | -5.5% | +2.9% |
| 1Y | +7.8% | +4.1% | +3.7% | +5.2% |
| 3Y | +27.2% | -4.1% | +31.3% | +27.4% |
| 5Y | +32.5% | +13.4% | +19.2% | +23.1% |
| 10Y | +101.8% | +75.7% | +26.1% | +55.8% |
| All | +514.8% | +449.8% | +65.0% | +210.3% |
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