+516.3%
MDLZ vs OXY
+687.5%
-171.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +2.3% | +4.2% | -1.9% | +1.8% |
| 30D | +7.9% | -4.3% | +12.3% | +8.5% |
| 3M | +7.3% | +2.3% | +5.0% | +6.7% |
| 6M | +11.7% | +5.5% | +6.1% | +10.5% |
| YTD | +28.7% | +44.9% | -16.1% | +21.6% |
| 1Y | +22.8% | +42.6% | -19.8% | +16.1% |
| 3Y | +6.6% | +0.7% | +5.8% | +4.3% |
| 5Y | +23.2% | +96.9% | -73.7% | +6.3% |
| 10Y | +108.7% | +18.8% | +89.9% | +72.3% |
| All | +516.3% | +687.5% | -171.3% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling