+454.2%
MDLZ vs URI
+3,888.7%
-3,434.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.7% | -2.0% | +0.2% | -1.5% |
| 30D | -2.1% | -12.9% | +10.8% | -0.7% |
| 3M | +1.3% | -6.7% | +8.0% | +1.8% |
| 6M | +6.2% | +19.0% | -12.8% | +3.6% |
| YTD | +15.8% | +25.5% | -9.7% | +12.0% |
| 1Y | +4.1% | +5.5% | -1.4% | +2.5% |
| 3Y | -4.1% | +111.3% | -115.4% | -13.9% |
| 5Y | +13.4% | +198.6% | -185.2% | -3.5% |
| 10Y | +75.7% | +1,179.9% | -1,104.2% | +22.5% |
| All | +454.2% | +3,888.7% | -3,434.4% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling