-2.6%
HD vs MDLZ
+22.7%
-25.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.5% |
| 7D | +1.5% | +2.3% | -0.8% | +0.5% |
| 30D | +18.0% | +7.9% | +10.1% | +14.4% |
| 3M | +2.8% | +7.3% | -4.5% | -0.3% |
| 6M | +17.0% | +11.7% | +5.3% | +11.6% |
| YTD | +3.5% | +28.7% | -25.2% | -7.9% |
| 1Y | -2.6% | +22.8% | -25.4% | -10.4% |
| All | -2.6% | +22.7% | -25.2% | -10.4% |
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