+372.9%
MDLZ vs OVV
+148.3%
+224.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.6% |
| 7D | +6.9% | -14.9% | +21.8% | +8.2% |
| 30D | +12.1% | -0.9% | +13.0% | +12.1% |
| 3M | +7.7% | +5.6% | +2.1% | +7.0% |
| 6M | +10.8% | -2.5% | +13.3% | +10.7% |
| YTD | +27.4% | +57.8% | -30.4% | +21.9% |
| 1Y | +23.5% | +70.1% | -46.5% | +17.4% |
| 3Y | +6.2% | +35.1% | -28.9% | +1.6% |
| 5Y | +22.9% | +86.1% | -63.2% | +11.2% |
| 10Y | +99.6% | +55.5% | +44.1% | +59.9% |
| All | +372.9% | +148.3% | +224.5% | +227.0% |
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