+15.0%
MDLZ vs UPS
-33.7%
+48.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -2.1% | -3.5% | +1.4% | -1.6% |
| 3M | +1.3% | -5.7% | +7.0% | +2.1% |
| 6M | +6.2% | -4.4% | +10.6% | +6.5% |
| YTD | +15.8% | +8.0% | +7.8% | +13.6% |
| 1Y | +4.1% | +29.0% | -24.9% | -1.1% |
| 3Y | -4.1% | -27.7% | +23.6% | -0.1% |
| All | +15.0% | -33.7% | +48.7% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling