+87.9%
MDLZ vs UPS
+35.1%
+52.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.6% |
| 7D | 0.0% | -3.7% | +3.6% | +0.8% |
| 30D | +1.4% | -3.7% | +5.2% | +2.3% |
| 3M | 0.0% | -6.6% | +6.6% | +1.2% |
| 6M | +9.1% | +2.6% | +6.6% | +7.7% |
| YTD | +17.9% | +4.8% | +13.2% | +15.6% |
| 1Y | +3.2% | +25.3% | -22.1% | -3.4% |
| 3Y | -2.5% | -26.9% | +24.4% | +2.2% |
| 5Y | +17.6% | -33.5% | +51.1% | +24.0% |
| 10Y | +87.9% | +36.1% | +51.9% | +32.8% |
| All | +87.9% | +35.1% | +52.9% | +32.8% |
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