+60.5%
XOM vs MDLZ
-2.9%
+63.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.1% | +1.9% | +2.2% | +3.7% |
| 30D | +4.6% | +0.4% | +4.2% | +4.5% |
| 3M | +14.0% | -0.6% | +14.6% | +13.9% |
| 6M | +11.0% | +14.7% | -3.8% | +7.7% |
| YTD | +40.7% | +18.0% | +22.7% | +35.7% |
| 1Y | +52.3% | +4.1% | +48.2% | +49.8% |
| 3Y | +60.5% | -4.6% | +65.0% | +57.6% |
| All | +60.5% | -2.9% | +63.3% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling