+947.0%
ORCL vs MDLZ
+503.8%
+443.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +3.8% | -1.0% | +4.8% | +4.2% |
| 30D | -6.6% | +7.9% | -14.5% | -9.9% |
| 3M | -11.4% | +8.9% | -20.3% | -15.1% |
| 6M | -33.3% | +10.5% | -43.8% | -37.2% |
| YTD | -33.3% | +27.1% | -60.4% | -41.6% |
| 1Y | -44.9% | +20.9% | -65.8% | -50.7% |
| 3Y | +17.6% | +5.5% | +12.1% | +8.2% |
| 5Y | +46.1% | +22.2% | +23.8% | +23.6% |
| 10Y | +277.8% | +106.1% | +171.6% | +145.9% |
| All | +947.0% | +503.8% | +443.2% | +256.9% |
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