+1,190.2%
ORCL vs MDLZ
+449.8%
+740.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | -1.7% | +7.0% | +6.0% |
| 30D | +10.0% | -2.1% | +12.1% | +10.8% |
| 3M | -32.6% | +1.3% | -33.9% | -33.7% |
| 6M | +4.9% | +6.2% | -1.3% | +0.4% |
| YTD | -17.8% | +15.8% | -33.5% | -24.7% |
| 1Y | -28.0% | +4.1% | -32.1% | -31.2% |
| 3Y | +36.0% | -4.1% | +40.1% | +30.6% |
| 5Y | +88.7% | +13.4% | +75.4% | +65.4% |
| 10Y | +346.9% | +75.7% | +271.2% | +212.2% |
| All | +1,190.2% | +449.8% | +740.3% | +359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling