+106.1%
MDLZ vs UPS
+45.7%
+60.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | 0.0% |
| 7D | -1.0% | -1.6% | +0.6% | -0.7% |
| 30D | +7.9% | +17.9% | -10.0% | +4.0% |
| 3M | +8.9% | +9.4% | -0.5% | +6.6% |
| 6M | +10.5% | +16.2% | -5.7% | +6.2% |
| YTD | +27.1% | +18.8% | +8.4% | +21.0% |
| 1Y | +20.9% | +26.1% | -5.2% | +13.4% |
| 3Y | +5.5% | -4.5% | +10.0% | +3.3% |
| 5Y | +22.2% | -33.2% | +55.5% | +30.0% |
| 10Y | +106.1% | +44.3% | +61.8% | +50.2% |
| All | +106.1% | +45.7% | +60.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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