+329.8%
MDLZ vs OVV
+162.8%
+167.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.1% | +11.7% | -13.8% | -3.1% |
| 3M | +1.3% | +9.8% | -8.5% | +0.4% |
| 6M | +6.2% | +26.6% | -20.4% | +3.8% |
| YTD | +15.8% | +67.0% | -51.2% | +10.5% |
| 1Y | +4.1% | +55.9% | -51.8% | -0.2% |
| 3Y | -4.1% | +45.5% | -49.6% | -8.8% |
| 5Y | +13.4% | +157.3% | -144.0% | -0.4% |
| 10Y | +75.7% | +65.0% | +10.7% | +39.8% |
| All | +329.8% | +162.8% | +167.1% | +196.2% |
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