+277.6%
UNP vs MDLZ
+86.5%
+191.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.8% | +1.9% | -3.7% | -2.6% |
| 30D | -2.7% | +0.4% | -3.1% | -3.0% |
| 3M | +6.5% | -0.6% | +7.1% | +6.4% |
| 6M | +14.4% | +14.7% | -0.3% | +6.8% |
| YTD | +24.8% | +18.0% | +6.8% | +14.6% |
| 1Y | +34.4% | +4.1% | +30.3% | +30.4% |
| 3Y | +43.6% | -4.6% | +48.2% | +42.3% |
| 5Y | +53.2% | +18.4% | +34.9% | +33.3% |
| All | +277.6% | +86.5% | +191.1% | +170.0% |
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 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