+392.8%
HL vs MDLZ
-2.9%
+395.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | +1.9% | -6.2% | -4.4% |
| 30D | +9.3% | +0.4% | +8.9% | +9.3% |
| 3M | +32.0% | -0.6% | +32.6% | +32.3% |
| 6M | -6.4% | +14.7% | -21.2% | -7.8% |
| YTD | +3.1% | +18.0% | -14.8% | +2.0% |
| 1Y | +77.6% | +4.1% | +73.4% | +77.6% |
| 3Y | +392.8% | -4.6% | +397.4% | +366.4% |
| All | +392.8% | -2.9% | +395.7% | +366.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling