+5.8%
MDLZ vs MUB
+11.9%
-6.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.0% |
| 30D | +11.2% | +4.4% | +6.8% | +7.0% |
| 3M | +6.1% | -0.2% | +6.3% | +6.6% |
| 6M | +8.6% | -0.6% | +9.2% | +9.4% |
| YTD | +25.8% | +0.3% | +25.5% | +25.7% |
| 1Y | +21.7% | +0.8% | +20.9% | +21.0% |
| 3Y | +5.8% | +12.0% | -6.2% | +0.6% |
| All | +5.8% | +11.9% | -6.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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