+2,423.9%
MUU vs MDLZ
-7.5%
+2,431.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.4% | -9.2% |
| 7D | +3.6% | +1.7% | +1.9% | +5.7% |
| 30D | +22.3% | +1.1% | +21.2% | +24.2% |
| 3M | -8.2% | -1.8% | -6.4% | -1.0% |
| 6M | +256.3% | +12.3% | +244.0% | +315.7% |
| YTD | +534.4% | +18.0% | +516.4% | +683.1% |
| 1Y | +2,163.5% | +3.8% | +2,159.7% | +2,461.7% |
| All | +2,423.9% | -7.5% | +2,431.3% | +2,318.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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