+35.4%
MDLZ vs OPEN
-70.7%
+106.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.7% | -4.3% | +2.5% | -1.7% |
| 30D | -2.1% | -16.2% | +14.1% | -1.9% |
| 3M | +1.3% | -36.4% | +37.7% | +1.8% |
| 6M | +6.2% | -35.5% | +41.7% | +6.6% |
| YTD | +15.8% | -46.0% | +61.8% | +16.4% |
| 1Y | +4.1% | -47.1% | +51.3% | +4.1% |
| 3Y | -4.1% | -19.0% | +14.9% | -6.5% |
| 5Y | +13.4% | -83.6% | +96.9% | +9.0% |
| All | +35.4% | -70.7% | +106.1% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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