+454.2%
MDLZ vs USB
+562.1%
-107.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.7% | +1.4% | -3.2% | -2.0% |
| 30D | -2.1% | -1.3% | -0.8% | -1.9% |
| 3M | +1.3% | +15.2% | -13.9% | -1.7% |
| 6M | +6.2% | +18.8% | -12.6% | +2.3% |
| YTD | +15.8% | +21.0% | -5.2% | +10.8% |
| 1Y | +4.1% | +34.0% | -29.9% | -2.5% |
| 3Y | -4.1% | +95.3% | -99.4% | -18.7% |
| 5Y | +13.4% | +40.4% | -27.0% | +1.4% |
| 10Y | +75.7% | +107.3% | -31.6% | +39.0% |
| All | +454.2% | +562.1% | -107.8% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling