+995.9%
XLY vs MDLZ
+460.3%
+535.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | +1.9% | -3.6% | -2.5% |
| 30D | -4.2% | +0.4% | -4.6% | -4.4% |
| 3M | -2.7% | -0.6% | -2.1% | -2.9% |
| 6M | -0.6% | +14.7% | -15.4% | -7.4% |
| YTD | -5.0% | +18.0% | -23.0% | -13.0% |
| 1Y | -4.1% | +4.1% | -8.2% | -7.3% |
| 3Y | +33.6% | -4.6% | +38.2% | +31.5% |
| 5Y | +28.7% | +18.4% | +10.4% | +13.5% |
| 10Y | +219.6% | +88.0% | +131.6% | +122.3% |
| All | +995.9% | +460.3% | +535.6% | +339.2% |
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