+102.0%
MDLZ vs OMC
+56.4%
+45.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.2% | +6.8% | -4.6% | +0.6% |
| 30D | +10.1% | +16.2% | -6.0% | +6.4% |
| 3M | +9.1% | +6.0% | +3.1% | +7.5% |
| 6M | +10.0% | +17.7% | -7.7% | +5.5% |
| YTD | +26.8% | +13.5% | +13.4% | +21.9% |
| 1Y | +22.5% | +27.2% | -4.7% | +14.2% |
| 3Y | +5.3% | +30.4% | -25.1% | -4.2% |
| 5Y | +21.4% | +53.5% | -32.1% | +2.9% |
| 10Y | +102.0% | +57.0% | +45.0% | +55.4% |
| All | +102.0% | +56.4% | +45.6% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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