+90.0%
MDLZ vs URI
+1,374.0%
-1,283.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | +1.7% | -9.8% | +11.4% | +2.9% |
| 30D | +11.2% | +1.7% | +9.4% | +10.8% |
| 3M | +6.1% | -9.1% | +15.2% | +7.1% |
| 6M | +8.6% | +9.9% | -1.3% | +6.6% |
| YTD | +25.8% | +31.2% | -5.4% | +20.0% |
| 1Y | +21.7% | +25.9% | -4.3% | +16.6% |
| 3Y | +5.8% | +147.4% | -141.6% | -9.9% |
| 5Y | +21.4% | +179.7% | -158.3% | -0.9% |
| All | +90.0% | +1,374.0% | -1,283.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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