+54.0%
UNP vs MDLZ
+18.0%
+35.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | +1.7% | -2.8% | -1.7% |
| 30D | -2.0% | +1.1% | -3.1% | -2.4% |
| 3M | +7.5% | -1.8% | +9.4% | +7.9% |
| 6M | +15.3% | +12.3% | +3.0% | +10.6% |
| YTD | +25.4% | +18.0% | +7.4% | +17.8% |
| 1Y | +35.6% | +3.8% | +31.8% | +32.8% |
| 3Y | +44.1% | -2.4% | +46.6% | +41.7% |
| 5Y | +54.0% | +18.4% | +35.5% | +32.6% |
| All | +54.0% | +18.0% | +35.9% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling