+33.3%
ORCL vs MDLZ
-4.0%
+37.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.5% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | +10.5% | -1.6% | +12.1% | +10.0% |
| 3M | -23.0% | +0.9% | -23.9% | -22.3% |
| 6M | +7.0% | +7.3% | -0.3% | +9.8% |
| YTD | -15.8% | +16.4% | -32.3% | -12.3% |
| 1Y | -31.1% | +3.0% | -34.0% | -29.3% |
| 3Y | +33.3% | -3.7% | +37.0% | +35.0% |
| All | +33.3% | -4.0% | +37.2% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling