+55.3%
ON vs MDLZ
+3.7%
+51.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.6% | +8.5% |
| 7D | +2.4% | +1.9% | +0.5% | +3.0% |
| 30D | -8.6% | +0.4% | -9.0% | -8.4% |
| 3M | -34.3% | -0.6% | -33.7% | -32.9% |
| 6M | +28.5% | +14.7% | +13.8% | +27.4% |
| YTD | +40.6% | +18.0% | +22.6% | +40.9% |
| 1Y | +55.3% | +4.1% | +51.2% | +55.7% |
| All | +55.3% | +3.7% | +51.7% | +55.7% |
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