-25.0%
HD vs MDLZ
+3.7%
-28.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.8% | +1.9% | -5.7% | -4.4% |
| 30D | -9.4% | +0.4% | -9.9% | -9.6% |
| 3M | -4.6% | -0.6% | -4.0% | -4.5% |
| 6M | -10.1% | +14.7% | -24.8% | -14.6% |
| YTD | -8.3% | +18.0% | -26.3% | -14.1% |
| 1Y | -25.0% | +4.1% | -29.1% | -27.9% |
| All | -25.0% | +3.7% | -28.7% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 1y: compounded portfolio wealth divided by compounded MDLZ 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…
1y analysis · Full analysis span regression · 6 months rolling