+22.2%
MDLZ vs URA
+33.4%
-11.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.2% |
| 7D | +1.7% | -4.1% | +5.8% | +1.7% |
| 30D | +11.2% | -19.0% | +30.2% | +11.4% |
| 3M | +6.1% | -25.1% | +31.3% | +6.4% |
| 6M | +8.6% | -44.5% | +53.0% | +9.8% |
| YTD | +25.8% | -24.3% | +50.2% | +25.5% |
| 1Y | +21.7% | -28.1% | +49.8% | +21.5% |
| 3Y | +5.8% | +40.7% | -34.9% | -0.5% |
| All | +22.2% | +33.4% | -11.2% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling