+75.9%
UBER vs MDLZ
+44.7%
+31.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -2.5% | -1.6% | -1.0% | -2.0% |
| 3M | +4.4% | +0.9% | +3.5% | +3.7% |
| 6M | -2.7% | +7.3% | -10.0% | -5.8% |
| YTD | -10.5% | +16.4% | -26.9% | -16.7% |
| 1Y | -22.5% | +3.0% | -25.5% | -24.3% |
| 3Y | +54.8% | -3.7% | +58.5% | +51.5% |
| 5Y | +82.5% | +15.6% | +66.9% | +58.0% |
| All | +75.9% | +44.7% | +31.2% | +21.0% |
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