-72.4%
USO vs MDLZ
+432.6%
-505.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.3% |
| 7D | +6.2% | 0.0% | +6.3% | +6.3% |
| 30D | +19.1% | +1.4% | +17.7% | +18.5% |
| 3M | +14.2% | 0.0% | +14.2% | +13.9% |
| 6M | +43.7% | +9.1% | +34.6% | +39.2% |
| YTD | +116.8% | +17.9% | +98.9% | +104.6% |
| 1Y | +104.3% | +3.2% | +101.1% | +100.3% |
| 3Y | +91.5% | -2.5% | +94.0% | +87.0% |
| 5Y | +214.1% | +17.6% | +196.5% | +181.9% |
| 10Y | +77.0% | +87.9% | -10.9% | +32.0% |
| All | -72.4% | +432.6% | -505.0% | -86.5% |
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 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