+7.1%
MDLZ vs USB
+90.4%
-83.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +6.9% | -1.5% | +8.3% | +7.0% |
| 30D | +12.1% | +4.3% | +7.8% | +11.8% |
| 3M | +7.7% | -6.1% | +13.8% | +8.1% |
| 6M | +10.8% | +9.4% | +1.4% | +10.1% |
| YTD | +27.4% | +15.2% | +12.2% | +25.8% |
| 1Y | +23.5% | +32.8% | -9.2% | +20.6% |
| All | +7.1% | +90.4% | -83.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling