+102.0%
MDLZ vs UAL
+99.5%
+2.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.2% | +12.5% | -10.3% | +1.2% |
| 30D | +10.1% | +12.2% | -2.0% | +9.0% |
| 3M | +9.1% | -2.6% | +11.7% | +9.1% |
| 6M | +10.0% | +21.1% | -11.1% | +7.6% |
| YTD | +26.8% | +7.8% | +19.0% | +24.8% |
| 1Y | +22.5% | +25.4% | -2.9% | +18.8% |
| 3Y | +5.3% | +217.3% | -212.1% | -9.4% |
| 5Y | +21.4% | +132.9% | -111.4% | +5.6% |
| 10Y | +102.0% | +101.1% | +0.9% | +61.1% |
| All | +102.0% | +99.5% | +2.5% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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