+5.0%
MDLZ vs USAR
-21.3%
+26.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | -0.3% |
| 7D | -0.4% | +8.8% | -9.1% | -0.2% |
| 30D | +8.2% | -28.5% | +36.7% | +7.6% |
| 3M | +8.0% | -56.2% | +64.2% | +6.4% |
| 6M | +9.7% | -68.4% | +78.2% | +7.9% |
| YTD | +26.9% | -32.2% | +59.1% | +26.3% |
| 1Y | +20.9% | -52.3% | +73.2% | +19.9% |
| All | +5.0% | -21.3% | +26.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling