+97.7%
USO vs MDLZ
-2.9%
+100.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +9.1% | +1.9% | +7.2% | +9.4% |
| 30D | +21.7% | +0.4% | +21.3% | +21.8% |
| 3M | +20.2% | -0.6% | +20.9% | +20.3% |
| 6M | +43.4% | +14.7% | +28.6% | +46.7% |
| YTD | +124.0% | +18.0% | +106.0% | +129.8% |
| 1Y | +112.2% | +4.1% | +108.1% | +113.4% |
| 3Y | +97.7% | -4.6% | +102.2% | +96.5% |
| All | +97.7% | -2.9% | +100.5% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling