+9,518.7%
ORLY vs MDLZ
+460.5%
+9,058.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.1% | +1.7% | -3.8% | -2.9% |
| 30D | -7.6% | +1.1% | -8.7% | -8.2% |
| 3M | -5.5% | -1.8% | -3.6% | -4.9% |
| 6M | -9.7% | +12.3% | -22.0% | -14.6% |
| YTD | -6.2% | +18.0% | -24.3% | -13.5% |
| 1Y | -18.6% | +3.8% | -22.5% | -20.7% |
| 3Y | +33.8% | -2.4% | +36.2% | +31.6% |
| 5Y | +116.5% | +18.4% | +98.1% | +92.8% |
| 10Y | +361.0% | +88.1% | +272.9% | +230.5% |
| All | +9,518.7% | +460.5% | +9,058.1% | +3,661.8% |
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