+4.1%
MDLZ vs OUST
+33.5%
-29.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | -1.7% | +5.2% | -7.0% | -1.4% |
| 30D | -2.1% | -19.3% | +17.2% | -3.2% |
| 3M | +1.3% | -22.6% | +24.0% | +1.2% |
| 6M | +6.2% | +62.8% | -56.6% | +8.1% |
| YTD | +15.8% | +68.3% | -52.6% | +18.1% |
| 1Y | +4.1% | +28.5% | -24.4% | +7.0% |
| All | +4.1% | +33.5% | -29.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling