+225.5%
HOOD vs MDLZ
+12.3%
+213.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.1% | +1.7% | -10.8% | -9.0% |
| 30D | +20.1% | +1.1% | +19.0% | +20.2% |
| 3M | +31.2% | -1.8% | +33.1% | +31.5% |
| 6M | +44.3% | +12.3% | +32.0% | +45.1% |
| YTD | +0.2% | +18.0% | -17.8% | +0.3% |
| 1Y | -3.5% | +3.8% | -7.3% | -3.1% |
| 3Y | +955.2% | -2.4% | +957.6% | +947.8% |
| 5Y | +175.3% | +18.4% | +156.9% | +178.5% |
| All | +225.5% | +12.3% | +213.2% | +133.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling