+34.3%
MDLZ vs OSCR
-8.3%
+42.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | 0.0% | +10.7% | -10.6% | -0.2% |
| 30D | -1.6% | +18.3% | -19.9% | -2.0% |
| 3M | +0.9% | +20.5% | -19.6% | +0.3% |
| 6M | +7.3% | +138.5% | -131.2% | +4.7% |
| YTD | +16.4% | +129.7% | -113.3% | +13.6% |
| 1Y | +3.0% | +62.8% | -59.8% | +1.1% |
| 3Y | -3.7% | +411.8% | -415.5% | -9.7% |
| 5Y | +15.6% | +99.9% | -84.3% | +6.8% |
| All | +34.3% | -8.3% | +42.6% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling