-28.3%
ON vs MDLZ
-2.8%
-25.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.7% | +1.7% | -6.4% | -4.7% |
| 30D | -13.5% | +1.1% | -14.6% | -13.5% |
| 3M | -36.3% | -1.8% | -34.5% | -35.8% |
| 6M | +17.8% | +12.3% | +5.5% | +15.5% |
| YTD | +29.6% | +18.0% | +11.5% | +26.1% |
| 1Y | +45.8% | +3.8% | +42.0% | +44.7% |
| All | -28.3% | -2.8% | -25.4% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling