-3.9%
MDLZ vs UAL
+127.4%
-131.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -2.1% | -16.1% | +14.0% | -1.7% |
| 3M | +1.3% | +6.1% | -4.8% | +1.0% |
| 6M | +6.2% | +10.8% | -4.6% | +5.5% |
| YTD | +15.8% | -0.4% | +16.2% | +15.2% |
| 1Y | +4.1% | +5.0% | -0.9% | +3.3% |
| All | -3.9% | +127.4% | -131.3% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling