+23.0%
MDLZ vs URA
+25.6%
-2.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +2.3% | -1.5% | +3.8% | +2.3% |
| 30D | +7.9% | -10.4% | +18.4% | +8.0% |
| 3M | +7.3% | -29.6% | +36.9% | +7.6% |
| 6M | +11.7% | -40.3% | +52.0% | +12.7% |
| YTD | +28.7% | -25.5% | +54.2% | +28.4% |
| 1Y | +22.8% | -26.4% | +49.2% | +22.4% |
| 3Y | +6.6% | +31.4% | -24.9% | +0.7% |
| All | +23.0% | +25.6% | -2.6% | +15.2% |
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