+87.9%
MDLZ vs UDR
+44.7%
+43.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.0% |
| 7D | 0.0% | -3.3% | +3.2% | +1.1% |
| 30D | +1.4% | -5.6% | +7.1% | +3.5% |
| 3M | 0.0% | -9.4% | +9.4% | +3.5% |
| 6M | +9.1% | -3.0% | +12.1% | +10.2% |
| YTD | +17.9% | -0.4% | +18.3% | +17.8% |
| 1Y | +3.2% | -5.1% | +8.4% | +4.8% |
| 3Y | -2.5% | +4.2% | -6.7% | -5.3% |
| 5Y | +17.6% | -19.5% | +37.1% | +23.3% |
| 10Y | +87.9% | +47.9% | +40.1% | +56.3% |
| All | +87.9% | +44.7% | +43.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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