+1,151.4%
ON vs MDLZ
+453.0%
+698.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.7% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -12.4% | -1.6% | -10.9% | -11.9% |
| 3M | -41.2% | +0.9% | -42.1% | -42.7% |
| 6M | +25.0% | +7.3% | +17.7% | +17.5% |
| YTD | +31.3% | +16.4% | +14.8% | +17.3% |
| 1Y | +45.4% | +3.0% | +42.5% | +38.6% |
| 3Y | -27.4% | -3.7% | -23.7% | -30.2% |
| 5Y | +58.5% | +15.6% | +42.9% | +36.3% |
| 10Y | +561.8% | +79.0% | +482.9% | +343.3% |
| All | +1,151.4% | +453.0% | +698.4% | +364.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling