+5.4%
MDLZ vs UDR
+26.8%
-21.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.7% |
| 30D | +10.0% | +8.0% | +1.9% | +7.1% |
| 3M | +7.1% | -3.3% | +10.3% | +8.2% |
| 6M | +9.8% | +1.0% | +8.8% | +9.6% |
| YTD | +26.6% | +4.2% | +22.5% | +24.8% |
| 1Y | +20.3% | +10.8% | +9.5% | +16.1% |
| 3Y | +5.4% | +30.1% | -24.7% | +1.3% |
| All | +5.4% | +26.8% | -21.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling