+454.2%
MDLZ vs O
+1,657.9%
-1,203.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -2.1% | -1.9% | -0.2% | -1.6% |
| 3M | +1.3% | +3.8% | -2.5% | +0.4% |
| 6M | +6.2% | -4.7% | +10.9% | +7.6% |
| YTD | +15.8% | +12.5% | +3.3% | +12.3% |
| 1Y | +4.1% | +10.8% | -6.7% | +1.4% |
| 3Y | -4.1% | +28.8% | -32.9% | -10.5% |
| 5Y | +13.4% | +13.2% | +0.2% | +8.8% |
| 10Y | +75.7% | +53.5% | +22.3% | +52.0% |
| All | +454.2% | +1,657.9% | -1,203.6% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling