+94.3%
ORCL vs MDLZ
+16.9%
+77.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | +10.5% | -1.6% | +12.1% | +10.5% |
| 3M | -23.0% | +0.9% | -23.9% | -23.0% |
| 6M | +7.0% | +7.3% | -0.3% | +6.5% |
| YTD | -15.8% | +16.4% | -32.3% | -17.2% |
| 1Y | -31.1% | +3.0% | -34.0% | -31.0% |
| 3Y | +33.3% | -3.7% | +37.0% | +33.2% |
| 5Y | +94.3% | +15.6% | +78.7% | +68.2% |
| All | +94.3% | +16.9% | +77.4% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling