+717.5%
HPE vs MDLZ
+74.8%
+642.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.7% |
| 7D | +13.6% | 0.0% | +13.7% | +13.7% |
| 30D | +7.7% | +1.4% | +6.3% | +7.1% |
| 3M | +22.4% | 0.0% | +22.4% | +21.2% |
| 6M | +172.6% | +9.1% | +163.5% | +159.2% |
| YTD | +147.5% | +17.9% | +129.6% | +126.5% |
| 1Y | +151.8% | +3.2% | +148.6% | +143.4% |
| 3Y | +267.1% | -2.5% | +269.5% | +252.3% |
| 5Y | +362.8% | +17.6% | +345.2% | +292.7% |
| 10Y | +540.2% | +87.9% | +452.2% | +316.9% |
| All | +717.5% | +74.8% | +642.6% | +433.4% |
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 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