+24.4%
MDLZ vs OVV
+75.2%
-50.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +3.7% |
| 7D | +8.9% | -12.1% | +21.0% | +9.4% |
| 30D | +15.2% | +2.9% | +12.3% | +14.6% |
| 3M | +9.5% | +3.7% | +5.8% | +8.9% |
| 6M | +11.7% | +0.6% | +11.1% | +11.2% |
| YTD | +28.4% | +62.5% | -34.0% | +18.3% |
| 1Y | +24.4% | +72.0% | -47.6% | +12.9% |
| All | +24.4% | +75.2% | -50.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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