+424.0%
MDLZ vs UEC
+4.1%
+420.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -1.5% |
| 7D | +1.7% | -10.2% | +11.9% | +2.0% |
| 30D | +11.2% | -26.9% | +38.1% | +12.4% |
| 3M | +6.1% | -35.7% | +41.8% | +7.7% |
| 6M | +8.6% | -56.1% | +64.7% | +11.4% |
| YTD | +25.8% | -40.8% | +66.6% | +26.9% |
| 1Y | +21.7% | -43.4% | +65.0% | +22.7% |
| 3Y | +5.8% | +25.4% | -19.6% | +0.8% |
| 5Y | +21.4% | +51.1% | -29.7% | +11.5% |
| 10Y | +97.2% | +695.4% | -598.2% | +56.2% |
| All | +424.0% | +4.1% | +420.0% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling