-28.0%
ORCL vs MDLZ
+3.3%
-31.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +2.9% |
| 7D | +5.3% | -1.7% | +7.0% | +4.2% |
| 30D | +10.0% | -2.1% | +12.1% | +8.7% |
| 3M | -32.6% | +1.3% | -33.9% | -31.3% |
| 6M | +4.9% | +6.2% | -1.3% | +9.6% |
| YTD | -17.8% | +15.8% | -33.5% | -11.0% |
| 1Y | -28.0% | +4.1% | -32.1% | -25.1% |
| All | -28.0% | +3.3% | -31.3% | -25.1% |
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