+7.0%
HD vs MDLZ
+22.0%
-15.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -1.2% | -1.0% | -0.2% | -0.7% |
| 30D | +20.9% | +7.9% | +12.9% | +17.4% |
| 3M | -0.2% | +8.9% | -9.1% | -3.4% |
| 6M | +14.5% | +10.5% | +4.0% | +9.9% |
| YTD | +4.3% | +27.1% | -22.8% | -5.5% |
| 1Y | -3.5% | +20.9% | -24.4% | -10.9% |
| 3Y | +30.1% | +5.5% | +24.6% | +24.4% |
| All | +7.0% | +22.0% | -15.0% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling