+123.6%
HOOD vs MDLZ
+22.5%
+101.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.1% |
| 7D | -3.8% | +2.3% | -6.1% | -3.5% |
| 30D | -23.0% | +7.9% | -30.9% | -22.0% |
| 3M | -21.6% | +7.3% | -28.9% | -20.6% |
| 6M | +1.4% | +11.7% | -10.2% | +3.3% |
| YTD | -31.2% | +28.7% | -59.9% | -30.1% |
| 1Y | -35.9% | +22.8% | -58.7% | -34.8% |
| 3Y | +836.9% | +6.6% | +830.4% | +845.5% |
| 5Y | +121.1% | +23.2% | +98.0% | +108.4% |
| All | +123.6% | +22.5% | +101.2% | +62.8% |
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 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