+42.7%
ORCL vs MDLZ
+23.2%
+19.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.3% |
| 7D | +8.0% | +2.3% | +5.7% | +8.2% |
| 30D | -4.0% | +7.9% | -11.9% | -3.4% |
| 3M | -19.5% | +7.3% | -26.7% | -18.9% |
| 6M | -33.5% | +11.7% | -45.2% | -33.0% |
| YTD | -34.8% | +28.7% | -63.6% | -35.4% |
| 1Y | -41.6% | +22.8% | -64.4% | -41.7% |
| 3Y | +13.8% | +6.6% | +7.2% | +14.5% |
| All | +42.7% | +23.2% | +19.4% | +24.3% |
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