+733.1%
XLV vs MDLZ
+460.3%
+272.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | +1.9% | -5.4% | -4.3% |
| 30D | -1.8% | +0.4% | -2.2% | -2.0% |
| 3M | +7.8% | -0.6% | +8.4% | +7.8% |
| 6M | +9.1% | +14.7% | -5.6% | +2.9% |
| YTD | +7.7% | +18.0% | -10.2% | +0.1% |
| 1Y | +20.4% | +4.1% | +16.3% | +17.4% |
| 3Y | +30.8% | -4.6% | +35.3% | +30.1% |
| 5Y | +34.6% | +18.4% | +16.3% | +22.0% |
| 10Y | +173.4% | +88.0% | +85.4% | +105.1% |
| All | +733.1% | +460.3% | +272.8% | +305.7% |
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