-16.3%
ORLY vs MDLZ
+3.3%
-19.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.7% | -1.7% | +1.0% | -0.2% |
| 30D | -5.9% | -2.1% | -3.8% | -5.4% |
| 3M | -0.6% | +1.3% | -1.9% | -1.0% |
| 6M | -6.8% | +6.2% | -13.0% | -7.8% |
| YTD | -3.6% | +15.8% | -19.4% | -6.0% |
| 1Y | -16.3% | +4.1% | -20.4% | -16.6% |
| All | -16.3% | +3.3% | -19.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling