+367.2%
MDLZ vs OVV
+146.7%
+220.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.7% | -16.7% | +18.3% | +3.1% |
| 30D | +11.2% | -1.5% | +12.7% | +11.2% |
| 3M | +6.1% | +1.6% | +4.6% | +5.8% |
| 6M | +8.6% | +2.0% | +6.5% | +8.0% |
| YTD | +25.8% | +56.8% | -31.0% | +20.5% |
| 1Y | +21.7% | +64.8% | -43.2% | +16.0% |
| 3Y | +5.8% | +38.3% | -32.5% | +1.0% |
| 5Y | +21.4% | +84.9% | -63.5% | +10.0% |
| 10Y | +97.2% | +54.5% | +42.7% | +58.1% |
| All | +367.2% | +146.7% | +220.5% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling