+1.0%
MDLZ vs USAR
-18.7%
+19.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -0.9% |
| 7D | +1.7% | -14.5% | +16.2% | +1.3% |
| 30D | +11.2% | -37.8% | +49.0% | +10.2% |
| 3M | +6.1% | -52.8% | +58.9% | +4.7% |
| 6M | +8.6% | -71.2% | +79.8% | +6.7% |
| YTD | +25.8% | -30.9% | +56.7% | +25.3% |
| 1Y | +21.7% | -48.0% | +69.7% | +20.8% |
| 3Y | +5.8% | -19.7% | +25.5% | +2.1% |
| All | +1.0% | -18.7% | +19.7% | -1.7% |
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