+79.0%
MDLZ vs O
+50.0%
+28.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -1.6% | -2.0% | +0.4% | -0.8% |
| 3M | +0.9% | +3.0% | -2.1% | -0.1% |
| 6M | +7.3% | -3.6% | +11.0% | +8.8% |
| YTD | +16.4% | +12.1% | +4.4% | +11.8% |
| 1Y | +3.0% | +8.9% | -5.9% | -0.2% |
| 3Y | -3.7% | +30.3% | -34.1% | -12.8% |
| 5Y | +15.6% | +13.7% | +1.9% | +8.9% |
| 10Y | +79.0% | +50.3% | +28.7% | +54.4% |
| All | +79.0% | +50.0% | +28.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling