+327.9%
MDLZ vs URA
-31.1%
+359.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | -2.1% | +7.4% | -9.5% | -3.0% |
| 3M | +1.3% | -8.4% | +9.7% | +1.9% |
| 6M | +6.2% | -12.7% | +18.9% | +6.9% |
| YTD | +15.8% | +7.8% | +8.0% | +13.0% |
| 1Y | +4.1% | +19.5% | -15.3% | -0.5% |
| 3Y | -4.1% | +116.4% | -120.5% | -18.0% |
| 5Y | +13.4% | +134.3% | -120.9% | -7.6% |
| 10Y | +75.7% | +359.3% | -283.5% | +18.1% |
| All | +327.9% | -31.1% | +359.0% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling