+32.9%
XLV vs MDLZ
+22.7%
+10.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.3% |
| 7D | +5.5% | +8.9% | -3.4% | +3.7% |
| 30D | +13.3% | +15.2% | -1.9% | +10.2% |
| 3M | +17.4% | +9.5% | +8.0% | +15.2% |
| 6M | +32.1% | +11.7% | +20.5% | +28.9% |
| YTD | +24.0% | +28.4% | -4.4% | +21.0% |
| 1Y | +32.9% | +24.4% | +8.5% | +31.4% |
| All | +32.9% | +22.7% | +10.2% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling