+3,463.8%
UNH vs MDLZ
+460.1%
+3,003.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.5% |
| 7D | -1.7% | 0.0% | -1.6% | -1.7% |
| 30D | -3.8% | +1.4% | -5.3% | -4.6% |
| 3M | -4.3% | 0.0% | -4.3% | -4.8% |
| 6M | +38.6% | +9.1% | +29.5% | +32.0% |
| YTD | +20.7% | +17.9% | +2.7% | +10.2% |
| 1Y | +16.0% | +3.2% | +12.8% | +12.5% |
| 3Y | -13.5% | -2.5% | -11.0% | -15.8% |
| 5Y | +3.5% | +17.6% | -14.1% | -9.0% |
| 10Y | +245.3% | +87.9% | +157.4% | +141.7% |
| All | +3,463.8% | +460.1% | +3,003.8% | +1,379.1% |
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