+47.6%
ON vs MDLZ
+22.7%
+24.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -0.2% |
| 7D | -5.8% | +8.9% | -14.7% | -1.7% |
| 30D | -17.1% | +15.2% | -32.3% | -11.2% |
| 3M | -11.8% | +9.5% | -21.3% | -7.3% |
| 6M | -30.2% | +11.7% | -41.9% | -25.5% |
| YTD | +31.6% | +28.4% | +3.1% | +39.4% |
| 1Y | +47.6% | +24.4% | +23.1% | +58.4% |
| All | +47.6% | +22.7% | +24.9% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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