+50.7%
MDLZ vs ONTO
+390.5%
-339.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.1% | -12.3% | -1.5% |
| 7D | +1.7% | -14.0% | +15.7% | +2.0% |
| 30D | +11.2% | -43.1% | +54.3% | +13.2% |
| 3M | +6.1% | -35.5% | +41.7% | +7.2% |
| 6M | +8.6% | -41.1% | +49.6% | +9.2% |
| YTD | +25.8% | +9.8% | +16.1% | +20.7% |
| 1Y | +21.7% | +31.5% | -9.9% | +15.1% |
| 3Y | +5.8% | +45.2% | -39.4% | -7.1% |
| 5Y | +21.4% | +86.7% | -65.3% | -1.7% |
| All | +50.7% | +390.5% | -339.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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