-49.5%
ORCL vs MDLZ
+22.7%
-72.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | +0.5% |
| 7D | -14.4% | +8.9% | -23.3% | -8.8% |
| 30D | -12.8% | +15.2% | -28.0% | -3.5% |
| 3M | -14.8% | +9.5% | -24.3% | -8.4% |
| 6M | -30.9% | +11.7% | -42.6% | -23.8% |
| YTD | -35.7% | +28.4% | -64.1% | -24.5% |
| 1Y | -49.5% | +24.4% | -73.9% | -41.6% |
| All | -49.5% | +22.7% | -72.1% | -41.6% |
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