+538.9%
XLU vs MDLZ
+460.3%
+78.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.4% |
| 30D | -3.3% | +0.4% | -3.7% | -3.6% |
| 3M | -3.2% | -0.6% | -2.5% | -3.3% |
| 6M | -7.0% | +14.7% | -21.7% | -12.7% |
| YTD | +0.6% | +18.0% | -17.3% | -6.9% |
| 1Y | +2.4% | +4.1% | -1.7% | -0.4% |
| 3Y | +46.3% | -4.6% | +50.8% | +45.5% |
| 5Y | +44.0% | +18.4% | +25.6% | +30.1% |
| 10Y | +140.1% | +88.0% | +52.1% | +80.7% |
| All | +538.9% | +460.3% | +78.7% | +213.3% |
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