-6.6%
MDLZ vs USAR
+74.5%
-81.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | 0.0% | +2.3% | -2.3% | +0.1% |
| 30D | -1.6% | -8.6% | +7.1% | -1.7% |
| 3M | +0.9% | -20.5% | +21.4% | +0.8% |
| 6M | +7.3% | +1.2% | +6.1% | +7.6% |
| YTD | +16.4% | +48.4% | -32.0% | +17.6% |
| 1Y | +3.0% | +30.6% | -27.7% | +4.5% |
| 3Y | -3.7% | +73.6% | -77.4% | -6.0% |
| All | -6.6% | +74.5% | -81.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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