+506.2%
MDLZ vs UPS
+311.9%
+194.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +10.0% | +17.3% | -7.3% | +4.8% |
| 3M | +7.1% | +7.9% | -0.8% | +4.5% |
| 6M | +9.8% | +13.7% | -3.9% | +4.9% |
| YTD | +26.6% | +17.2% | +9.5% | +19.1% |
| 1Y | +20.3% | +23.2% | -2.9% | +11.3% |
| 3Y | +5.4% | -5.9% | +11.3% | +2.8% |
| 5Y | +22.2% | -33.1% | +55.3% | +30.9% |
| 10Y | +92.2% | +44.3% | +47.8% | +46.2% |
| All | +506.2% | +311.9% | +194.3% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling