+454.2%
MDLZ vs UDR
+782.2%
-328.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -2.0% | +0.3% | -1.3% |
| 30D | -2.1% | -5.2% | +3.1% | -0.9% |
| 3M | +1.3% | -5.8% | +7.1% | +2.8% |
| 6M | +6.2% | -1.7% | +7.9% | +6.6% |
| YTD | +15.8% | +2.4% | +13.4% | +15.0% |
| 1Y | +4.1% | -2.1% | +6.2% | +4.4% |
| 3Y | -4.1% | +4.2% | -8.3% | -5.8% |
| 5Y | +13.4% | -20.0% | +33.4% | +17.2% |
| 10Y | +75.7% | +44.6% | +31.1% | +56.8% |
| All | +454.2% | +782.2% | -328.0% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling