+16.5%
ORCL vs MDLZ
+5.7%
+10.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.9% |
| 7D | +3.8% | -1.0% | +4.8% | +3.3% |
| 30D | -6.6% | +7.9% | -14.5% | -3.3% |
| 3M | -11.4% | +8.9% | -20.3% | -7.9% |
| 6M | -33.3% | +10.5% | -43.8% | -29.8% |
| YTD | -33.3% | +27.1% | -60.4% | -27.2% |
| 1Y | -44.9% | +20.9% | -65.8% | -40.4% |
| All | +16.5% | +5.7% | +10.8% | +27.5% |
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 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