+723.8%
XOM vs MDLZ
+460.5%
+263.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | +4.1% | +1.1% | +3.0% | +3.5% |
| 3M | +10.4% | -1.8% | +12.3% | +10.9% |
| 6M | +13.0% | +12.3% | +0.7% | +6.8% |
| YTD | +40.1% | +18.0% | +22.0% | +29.4% |
| 1Y | +51.1% | +3.8% | +47.3% | +47.2% |
| 3Y | +57.7% | -2.4% | +60.1% | +54.7% |
| 5Y | +264.7% | +18.4% | +246.3% | +221.8% |
| 10Y | +193.1% | +88.1% | +105.0% | +106.8% |
| All | +723.8% | +460.5% | +263.3% | +248.4% |
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 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