-7.1%
MDLZ vs USAR
+74.0%
-81.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.7% | -2.1% | +0.4% | -1.8% |
| 30D | -2.1% | +2.6% | -4.7% | -2.0% |
| 3M | +1.3% | -35.0% | +36.3% | +1.0% |
| 6M | +6.2% | -6.9% | +13.1% | +6.4% |
| YTD | +15.8% | +48.0% | -32.2% | +16.9% |
| 1Y | +4.1% | +24.8% | -20.7% | +5.6% |
| 3Y | -4.1% | +73.2% | -77.3% | -6.4% |
| All | -7.1% | +74.0% | -81.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling