+516.3%
MDLZ vs UMC
+242.9%
+273.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.7% |
| 7D | +2.3% | +11.2% | -8.9% | +1.3% |
| 30D | +7.9% | -28.0% | +36.0% | +10.7% |
| 3M | +7.3% | -20.5% | +27.8% | +8.7% |
| 6M | +11.7% | -1.6% | +13.2% | +9.3% |
| YTD | +28.7% | +99.4% | -70.6% | +16.6% |
| 1Y | +22.8% | +120.4% | -97.6% | +10.0% |
| 3Y | +6.6% | +134.2% | -127.6% | -6.1% |
| 5Y | +23.2% | +78.8% | -55.7% | +10.0% |
| 10Y | +108.7% | +1,280.4% | -1,171.7% | +43.5% |
| All | +516.3% | +242.9% | +273.4% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling