+90.0%
MDLZ vs URA
+278.3%
-188.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.5% |
| 7D | +1.7% | -4.1% | +5.8% | +1.9% |
| 30D | +11.2% | -19.0% | +30.2% | +12.8% |
| 3M | +6.1% | -25.1% | +31.3% | +8.2% |
| 6M | +8.6% | -44.5% | +53.0% | +13.2% |
| YTD | +25.8% | -24.3% | +50.2% | +26.5% |
| 1Y | +21.7% | -28.1% | +49.8% | +22.8% |
| 3Y | +5.8% | +40.7% | -34.9% | -4.0% |
| 5Y | +21.4% | +35.5% | -14.0% | +8.3% |
| All | +90.0% | +278.3% | -188.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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