+228.4%
UNH vs MDLZ
+86.5%
+141.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -4.5% | +1.9% | -6.4% | -5.4% |
| 30D | -6.5% | +0.4% | -7.0% | -6.8% |
| 3M | -6.0% | -0.6% | -5.4% | -6.2% |
| 6M | +33.7% | +14.7% | +18.9% | +24.3% |
| YTD | +16.4% | +18.0% | -1.6% | +6.0% |
| 1Y | +10.1% | +4.1% | +6.0% | +6.4% |
| 3Y | -16.3% | -4.6% | -11.7% | -17.6% |
| 5Y | +2.1% | +18.4% | -16.3% | -13.0% |
| All | +228.4% | +86.5% | +141.8% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling