-1.6%
XLY vs MDLZ
+23.3%
-24.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.8% |
| 7D | +1.2% | +6.9% | -5.6% | +0.9% |
| 30D | +5.3% | +12.1% | -6.8% | +4.6% |
| 3M | -0.6% | +7.7% | -8.3% | -1.0% |
| 6M | +0.1% | +10.8% | -10.7% | -0.7% |
| YTD | -0.9% | +27.4% | -28.2% | -4.2% |
| 1Y | -1.6% | +23.5% | -25.1% | -4.6% |
| All | -1.6% | +23.3% | -24.9% | -4.6% |
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 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