+3,354.6%
UNP vs MDLZ
+453.0%
+2,901.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | -1.6% | +0.4% | -0.5% |
| 3M | +7.9% | +0.9% | +7.0% | +7.0% |
| 6M | +14.6% | +7.3% | +7.3% | +10.5% |
| YTD | +26.6% | +16.4% | +10.1% | +17.4% |
| 1Y | +35.6% | +3.0% | +32.6% | +32.3% |
| 3Y | +45.5% | -3.7% | +49.2% | +43.6% |
| 5Y | +50.0% | +15.6% | +34.4% | +35.1% |
| 10Y | +271.8% | +79.0% | +192.9% | +172.3% |
| All | +3,354.6% | +453.0% | +2,901.6% | +1,422.2% |
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