+4.5%
HD vs MDLZ
+18.0%
-13.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -3.9% | +1.7% | -5.6% | -4.5% |
| 30D | -13.1% | +1.1% | -14.2% | -13.6% |
| 3M | -3.4% | -1.8% | -1.6% | -3.0% |
| 6M | -12.6% | +12.3% | -24.8% | -16.7% |
| YTD | -9.2% | +18.0% | -27.3% | -15.4% |
| 1Y | -23.9% | +3.8% | -27.7% | -25.6% |
| 3Y | +0.4% | -2.4% | +2.9% | -1.1% |
| 5Y | +4.5% | +18.4% | -13.9% | -9.7% |
| All | +4.5% | +18.0% | -13.5% | -9.7% |
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