+936.7%
ORCL vs MDLZ
+502.5%
+434.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.4% | -0.4% | +10.8% | +10.6% |
| 30D | -11.2% | +8.2% | -19.5% | -14.5% |
| 3M | -16.8% | +8.0% | -24.8% | -19.9% |
| 6M | -31.5% | +9.7% | -41.2% | -35.3% |
| YTD | -33.9% | +26.9% | -60.8% | -42.1% |
| 1Y | -43.3% | +20.9% | -64.2% | -49.3% |
| 3Y | +16.5% | +5.3% | +11.1% | +7.2% |
| 5Y | +45.4% | +21.4% | +24.0% | +23.5% |
| 10Y | +274.0% | +105.7% | +168.3% | +143.6% |
| All | +936.7% | +502.5% | +434.1% | +253.7% |
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