+361.0%
ORLY vs MDLZ
+86.5%
+274.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.4% | +1.9% | -4.2% | -3.2% |
| 30D | -6.8% | +0.4% | -7.2% | -7.0% |
| 3M | -4.8% | -0.6% | -4.1% | -4.7% |
| 6M | -9.1% | +14.7% | -23.8% | -15.1% |
| YTD | -5.9% | +18.0% | -23.9% | -13.6% |
| 1Y | -20.4% | +4.1% | -24.5% | -22.6% |
| 3Y | +36.6% | -4.6% | +41.2% | +35.8% |
| 5Y | +117.3% | +18.4% | +99.0% | +88.5% |
| All | +361.0% | +86.5% | +274.5% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling