+92.2%
MDLZ vs UEC
+765.9%
-673.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.1% | -9.5% | +0.2% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +10.0% | -17.1% | +27.1% | +10.7% |
| 3M | +7.1% | -32.3% | +39.4% | +8.5% |
| 6M | +9.8% | -49.7% | +59.5% | +12.3% |
| YTD | +26.6% | -34.8% | +61.4% | +27.1% |
| 1Y | +20.3% | -37.5% | +57.9% | +20.8% |
| 3Y | +5.4% | +37.1% | -31.6% | -1.6% |
| 5Y | +22.2% | +44.3% | -22.1% | +9.5% |
| 10Y | +92.2% | +737.4% | -645.2% | +29.7% |
| All | +92.2% | +765.9% | -673.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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