+22.2%
MDLZ vs URI
+199.0%
-176.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.2% | +0.1% |
| 7D | +0.1% | -4.0% | +4.1% | +0.3% |
| 30D | +10.0% | +6.8% | +3.2% | +9.3% |
| 3M | +7.1% | -2.8% | +9.9% | +7.1% |
| 6M | +9.8% | +20.9% | -11.0% | +7.7% |
| YTD | +26.6% | +40.2% | -13.6% | +22.0% |
| 1Y | +20.3% | +34.1% | -13.8% | +16.3% |
| 3Y | +5.4% | +164.1% | -158.7% | -7.2% |
| 5Y | +22.2% | +199.3% | -177.1% | +4.3% |
| All | +22.2% | +199.0% | -176.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling