+1,591.8%
HL vs MDLZ
+460.1%
+1,131.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +18.8% | +1.4% | +17.4% | +18.1% |
| 3M | +43.7% | 0.0% | +43.7% | +42.3% |
| 6M | -1.0% | +9.1% | -10.2% | -6.2% |
| YTD | +8.7% | +17.9% | -9.2% | -0.7% |
| 1Y | +105.0% | +3.2% | +101.8% | +97.7% |
| 3Y | +427.3% | -2.5% | +429.8% | +411.7% |
| 5Y | +249.3% | +17.6% | +231.7% | +209.6% |
| 10Y | +284.2% | +87.9% | +196.2% | +174.5% |
| All | +1,591.8% | +460.1% | +1,131.7% | +705.8% |
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 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