-4.6%
MDLZ vs ONON
-10.5%
+5.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.3% |
| 7D | 0.0% | -3.5% | +3.4% | 0.0% |
| 30D | +1.4% | -30.8% | +32.2% | +2.1% |
| 3M | 0.0% | -29.8% | +29.9% | +0.6% |
| 6M | +9.1% | -34.8% | +44.0% | +9.8% |
| YTD | +17.9% | -42.3% | +60.2% | +18.7% |
| 1Y | +3.2% | -39.5% | +42.8% | +3.8% |
| All | -4.6% | -10.5% | +5.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling