+507.1%
MDLZ vs UL
+675.0%
-167.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.2% | +2.6% | -0.4% | +1.2% |
| 30D | +10.1% | +6.8% | +3.4% | +7.4% |
| 3M | +9.1% | +5.7% | +3.4% | +6.7% |
| 6M | +10.0% | +15.9% | -5.9% | +3.7% |
| YTD | +26.8% | +4.3% | +22.6% | +24.4% |
| 1Y | +22.5% | -0.4% | +22.9% | +22.1% |
| 3Y | +5.3% | +35.0% | -29.7% | -7.4% |
| 5Y | +21.4% | +31.6% | -10.1% | +6.3% |
| 10Y | +102.0% | +104.6% | -2.6% | +47.6% |
| All | +507.1% | +675.0% | -167.8% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling