+228.7%
HL vs MDLZ
+17.7%
+211.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | +1.9% | -6.2% | -4.8% |
| 30D | +9.3% | +0.4% | +8.9% | +9.2% |
| 3M | +32.0% | -0.6% | +32.6% | +31.8% |
| 6M | -6.4% | +14.7% | -21.2% | -11.6% |
| YTD | +3.1% | +18.0% | -14.8% | -3.5% |
| 1Y | +77.6% | +4.1% | +73.4% | +73.5% |
| 3Y | +392.8% | -4.6% | +397.4% | +392.3% |
| All | +228.7% | +17.7% | +211.0% | +183.9% |
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