+392.7%
MDLZ vs UUUU
-92.0%
+484.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.7% | -1.4% | -0.4% | -1.7% |
| 30D | -2.1% | +16.3% | -18.4% | -2.6% |
| 3M | +1.3% | -16.7% | +18.0% | +1.6% |
| 6M | +6.2% | -33.7% | +39.9% | +7.0% |
| YTD | +15.8% | -0.5% | +16.3% | +14.8% |
| 1Y | +4.1% | +28.9% | -24.7% | +1.9% |
| 3Y | -4.1% | +99.9% | -104.0% | -8.6% |
| 5Y | +13.4% | +135.3% | -121.9% | +5.8% |
| 10Y | +75.7% | +518.4% | -442.6% | +52.4% |
| All | +392.7% | -92.0% | +484.8% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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