+18.4%
MDLZ vs OSCR
+89.4%
-71.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.6% |
| 30D | +1.1% | +16.5% | -15.4% | +0.6% |
| 3M | -1.8% | +17.0% | -18.8% | -2.4% |
| 6M | +12.3% | +145.0% | -132.7% | +9.0% |
| YTD | +18.0% | +126.7% | -108.7% | +14.7% |
| 1Y | +3.8% | +67.2% | -63.4% | +1.6% |
| 3Y | -2.4% | +405.1% | -407.5% | -9.6% |
| 5Y | +18.4% | +86.2% | -67.8% | +10.1% |
| All | +18.4% | +89.4% | -71.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 5y: compounded portfolio wealth divided by compounded OSCR 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…
5y analysis · Full analysis span regression · 6 months rolling