+18.4%
MDLZ vs OXY
+156.7%
-138.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | +1.1% | +3.6% | -2.4% | +1.0% |
| 3M | -1.8% | +7.1% | -9.0% | -2.2% |
| 6M | +12.3% | +15.7% | -3.4% | +11.4% |
| YTD | +18.0% | +50.1% | -32.1% | +15.7% |
| 1Y | +3.8% | +34.1% | -30.3% | +2.2% |
| 3Y | -2.4% | -1.5% | -0.9% | -3.4% |
| 5Y | +18.4% | +162.0% | -143.6% | +16.5% |
| All | +18.4% | +156.7% | -138.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling