+21.4%
MDLZ vs OVV
+92.4%
-70.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | +0.1% |
| 7D | +2.2% | -7.3% | +9.5% | +2.4% |
| 30D | +10.1% | -3.6% | +13.7% | +10.2% |
| 3M | +9.1% | -2.6% | +11.7% | +9.1% |
| 6M | +10.0% | +7.6% | +2.4% | +9.5% |
| YTD | +26.8% | +59.6% | -32.8% | +24.3% |
| 1Y | +22.5% | +62.2% | -39.7% | +19.9% |
| 3Y | +5.3% | +49.6% | -44.3% | +2.7% |
| 5Y | +21.4% | +98.9% | -77.5% | +14.9% |
| All | +21.4% | +92.4% | -70.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling