+23.0%
MDLZ vs O
+7.0%
+16.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +7.9% | +7.1% | +0.8% | +4.6% |
| 3M | +7.3% | -5.2% | +12.5% | +9.8% |
| 6M | +11.7% | -1.8% | +13.5% | +12.7% |
| YTD | +28.7% | +9.1% | +19.7% | +24.0% |
| 1Y | +22.8% | +9.7% | +13.1% | +17.9% |
| 3Y | +6.6% | +39.1% | -32.6% | -7.2% |
| All | +23.0% | +7.0% | +16.0% | +19.0% |
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