+1,106.3%
HD vs MDLZ
+511.4%
+594.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.6% |
| 7D | +1.5% | +2.3% | -0.8% | +0.4% |
| 30D | +18.0% | +7.9% | +10.1% | +13.7% |
| 3M | +2.8% | +7.3% | -4.5% | -0.7% |
| 6M | +17.0% | +11.7% | +5.3% | +10.4% |
| YTD | +3.5% | +28.7% | -25.2% | -9.4% |
| 1Y | -2.6% | +22.8% | -25.4% | -12.7% |
| 3Y | +30.7% | +6.6% | +24.1% | +23.0% |
| 5Y | +6.2% | +23.2% | -17.0% | -8.0% |
| 10Y | +242.7% | +108.7% | +134.0% | +128.7% |
| All | +1,106.3% | +511.4% | +594.9% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling