+5.8%
MDLZ vs UL
+35.9%
-30.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | +1.7% | +1.1% | +0.5% | +1.1% |
| 30D | +11.2% | +8.2% | +3.0% | +7.3% |
| 3M | +6.1% | +4.5% | +1.6% | +4.0% |
| 6M | +8.6% | +12.6% | -4.0% | +2.7% |
| YTD | +25.8% | +3.5% | +22.3% | +23.6% |
| 1Y | +21.7% | -0.4% | +22.1% | +21.3% |
| 3Y | +5.8% | +36.0% | -30.2% | -6.9% |
| All | +5.8% | +35.9% | -30.1% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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