+22.3%
MDLZ vs URI
+32.9%
-10.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.2% | +0.3% |
| 7D | +0.1% | -4.0% | +4.1% | +0.2% |
| 30D | +10.0% | +6.8% | +3.2% | +9.4% |
| 3M | +7.1% | -2.8% | +9.9% | +7.0% |
| 6M | +9.8% | +20.9% | -11.0% | +7.3% |
| YTD | +26.6% | +40.2% | -13.6% | +18.5% |
| All | +22.3% | +32.9% | -10.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling