+629.3%
ON vs MDLZ
+86.5%
+542.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.6% | +8.5% |
| 7D | +2.4% | +1.9% | +0.5% | +1.4% |
| 30D | -8.6% | +0.4% | -9.0% | -9.0% |
| 3M | -34.3% | -0.6% | -33.7% | -35.2% |
| 6M | +28.5% | +14.7% | +13.8% | +16.6% |
| YTD | +40.6% | +18.0% | +22.6% | +24.7% |
| 1Y | +55.3% | +4.1% | +51.2% | +47.5% |
| 3Y | -22.2% | -4.6% | -17.6% | -24.6% |
| 5Y | +62.4% | +18.4% | +44.0% | +34.0% |
| All | +629.3% | +86.5% | +542.8% | +374.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling