+81.8%
MDLZ vs UMC
+1,818.5%
-1,736.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +1.7% | +11.4% | -9.7% | +1.0% |
| 30D | +1.1% | +16.8% | -15.7% | +0.2% |
| 3M | -1.8% | +19.1% | -20.9% | -3.9% |
| 6M | +12.3% | +137.4% | -125.1% | +3.3% |
| YTD | +18.0% | +186.4% | -168.3% | +6.5% |
| 1Y | +3.8% | +229.1% | -225.3% | -7.6% |
| 3Y | -2.4% | +257.9% | -260.3% | -14.7% |
| 5Y | +18.4% | +137.5% | -119.1% | +5.7% |
| All | +81.8% | +1,818.5% | -1,736.7% | +16.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling