+49.6%
ON vs MDLZ
+18.0%
+31.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.7% | +1.7% | -6.4% | -5.1% |
| 30D | -13.5% | +1.1% | -14.6% | -13.8% |
| 3M | -36.3% | -1.8% | -34.5% | -36.2% |
| 6M | +17.8% | +12.3% | +5.5% | +11.6% |
| YTD | +29.6% | +18.0% | +11.5% | +19.9% |
| 1Y | +45.8% | +3.8% | +42.0% | +41.9% |
| 3Y | -28.3% | -2.4% | -25.9% | -30.4% |
| 5Y | +49.6% | +18.4% | +31.2% | +24.7% |
| All | +49.6% | +18.0% | +31.6% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling