+81.6%
MDLZ vs UMC
+1,867.9%
-1,786.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.1% |
| 7D | 0.0% | +13.6% | -13.7% | -0.8% |
| 30D | +1.4% | +20.8% | -19.3% | +0.3% |
| 3M | 0.0% | +16.1% | -16.1% | -1.8% |
| 6M | +9.1% | +137.3% | -128.2% | +0.4% |
| YTD | +17.9% | +193.8% | -175.8% | +6.3% |
| 1Y | +3.2% | +236.1% | -232.9% | -8.2% |
| 3Y | -2.5% | +267.1% | -269.6% | -14.9% |
| 5Y | +17.6% | +145.3% | -127.7% | +4.7% |
| All | +81.6% | +1,867.9% | -1,786.3% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling