+24.4%
MDLZ vs UMC
+112.5%
-88.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +3.3% |
| 7D | +8.9% | -14.7% | +23.6% | +7.6% |
| 30D | +15.2% | -32.9% | +48.1% | +12.2% |
| 3M | +9.5% | -22.2% | +31.6% | +7.8% |
| 6M | +11.7% | +25.9% | -14.2% | +7.3% |
| YTD | +28.4% | +107.9% | -79.5% | +26.8% |
| 1Y | +24.4% | +115.0% | -90.6% | +22.8% |
| All | +24.4% | +112.5% | -88.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling