+508.6%
MDLZ vs OXY
+667.3%
-158.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | +7.9% | -6.4% | +14.3% | +8.8% |
| 3M | +8.9% | -2.6% | +11.6% | +9.1% |
| 6M | +10.5% | +4.8% | +5.7% | +9.4% |
| YTD | +27.1% | +41.2% | -14.0% | +20.5% |
| 1Y | +20.9% | +39.5% | -18.6% | +14.7% |
| 3Y | +5.5% | -0.8% | +6.4% | +3.5% |
| 5Y | +22.2% | +91.6% | -69.3% | +5.9% |
| 10Y | +106.1% | +15.7% | +90.4% | +70.8% |
| All | +508.6% | +667.3% | -158.7% | +294.3% |
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