+22.2%
MDLZ vs OUST
-49.1%
+71.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -1.0% |
| 7D | +1.7% | +17.0% | -15.3% | +1.9% |
| 30D | +11.2% | -16.5% | +27.7% | +11.1% |
| 3M | +6.1% | -23.7% | +29.8% | +6.0% |
| 6M | +8.6% | +18.4% | -9.8% | +8.5% |
| YTD | +25.8% | +60.8% | -34.9% | +25.6% |
| 1Y | +21.7% | +44.2% | -22.5% | +21.5% |
| 3Y | +5.8% | +668.1% | -662.3% | +2.1% |
| All | +22.2% | -49.1% | +71.2% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling