+20.9%
MDLZ vs OXY
+44.0%
-23.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | -0.4% | +3.6% | -4.0% | -0.5% |
| 30D | +8.2% | -5.3% | +13.5% | +8.3% |
| 3M | +8.0% | +0.2% | +7.8% | +7.8% |
| 6M | +9.7% | +4.7% | +5.0% | +8.9% |
| YTD | +26.9% | +44.0% | -17.1% | +21.6% |
| 1Y | +20.9% | +42.1% | -21.2% | +16.5% |
| All | +20.9% | +44.0% | -23.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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