+368.8%
ORCL vs MDLZ
+83.6%
+285.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | +7.0% | +1.4% | +5.6% | +6.5% |
| 3M | -21.2% | 0.0% | -21.2% | -21.7% |
| 6M | +7.4% | +9.1% | -1.8% | +2.7% |
| YTD | -16.3% | +17.9% | -34.2% | -22.8% |
| 1Y | -32.3% | +3.2% | -35.5% | -34.4% |
| 3Y | +32.6% | -2.5% | +35.0% | +27.7% |
| 5Y | +93.1% | +17.6% | +75.5% | +64.8% |
| 10Y | +368.8% | +87.9% | +280.8% | +219.4% |
| All | +368.8% | +83.6% | +285.2% | +219.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling