+559.1%
XLP vs MDLZ
+497.6%
+61.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | +0.7% | +1.7% | -0.9% | 0.0% |
| 30D | +10.3% | +11.2% | -0.9% | +5.2% |
| 3M | +6.5% | +6.1% | +0.4% | +3.7% |
| 6M | +8.4% | +8.6% | -0.2% | +4.3% |
| YTD | +18.2% | +25.8% | -7.7% | +6.3% |
| 1Y | +22.4% | +21.7% | +0.8% | +11.7% |
| 3Y | +41.9% | +5.8% | +36.1% | +36.2% |
| 5Y | +40.9% | +21.4% | +19.5% | +27.0% |
| 10Y | +128.4% | +97.2% | +31.1% | +68.0% |
| All | +559.1% | +497.6% | +61.5% | +220.6% |
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