+11.7%
MDLZ vs USB
+11.3%
+0.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.1% |
| 7D | +8.9% | +2.4% | +6.5% | +8.4% |
| 30D | +15.2% | +6.6% | +8.6% | +14.0% |
| 3M | +9.5% | -4.1% | +13.6% | +9.5% |
| 6M | +11.7% | +12.5% | -0.8% | +9.2% |
| All | +11.7% | +11.3% | +0.4% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling