-3.7%
MDLZ vs UMC
+252.5%
-256.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.7% |
| 7D | 0.0% | +6.6% | -6.6% | +0.2% |
| 30D | -1.6% | +16.6% | -18.1% | -1.2% |
| 3M | +0.9% | +11.0% | -10.1% | +0.4% |
| 6M | +7.3% | +131.3% | -124.0% | +3.1% |
| YTD | +16.4% | +182.5% | -166.0% | +11.3% |
| 1Y | +3.0% | +222.3% | -219.3% | -2.3% |
| 3Y | -3.7% | +253.0% | -256.8% | -10.2% |
| All | -3.7% | +252.5% | -256.3% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling