+3.0%
MDLZ vs URA
+20.2%
-17.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | +0.8% |
| 7D | 0.0% | +8.1% | -8.1% | +0.6% |
| 30D | -1.6% | +5.8% | -7.3% | -1.1% |
| 3M | +0.9% | +3.4% | -2.6% | +1.8% |
| 6M | +7.3% | -2.6% | +10.0% | +8.1% |
| YTD | +16.4% | +11.2% | +5.3% | +18.3% |
| 1Y | +3.0% | +19.8% | -16.9% | +7.5% |
| All | +3.0% | +20.2% | -17.3% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling