+22.2%
MDLZ vs O
+10.1%
+12.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +1.7% | +3.7% | -2.0% | 0.0% |
| 30D | +11.2% | +11.2% | 0.0% | +6.0% |
| 3M | +6.1% | -4.0% | +10.1% | +8.0% |
| 6M | +8.6% | -5.2% | +13.8% | +11.1% |
| YTD | +25.8% | +9.5% | +16.4% | +21.0% |
| 1Y | +21.7% | +10.6% | +11.1% | +16.5% |
| 3Y | +5.8% | +38.1% | -32.3% | -7.6% |
| All | +22.2% | +10.1% | +12.0% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling