+454.2%
MDLZ vs OKE
+3,327.8%
-2,873.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -2.1% | +9.4% | -11.5% | -3.8% |
| 3M | +1.3% | +8.6% | -7.2% | -0.3% |
| 6M | +6.2% | +15.3% | -9.1% | +3.1% |
| YTD | +15.8% | +34.8% | -19.0% | +9.0% |
| 1Y | +4.1% | +35.3% | -31.1% | -2.1% |
| 3Y | -4.1% | +69.5% | -73.6% | -15.0% |
| 5Y | +13.4% | +135.2% | -121.8% | -6.9% |
| 10Y | +75.7% | +261.7% | -186.0% | +20.5% |
| All | +454.2% | +3,327.8% | -2,873.6% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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