+7.7%
MDLZ vs URI
-9.2%
+16.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.3% | -0.7% |
| 7D | +6.9% | -12.9% | +19.8% | +7.1% |
| 30D | +12.1% | -3.4% | +15.5% | +11.1% |
| 3M | +7.7% | -10.0% | +17.7% | +8.3% |
| All | +7.7% | -9.2% | +16.8% | +8.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling