+151.7%
HYG vs MDLZ
+397.6%
-245.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +1.9% | -2.6% | -1.1% |
| 30D | -0.7% | +0.4% | -1.1% | -0.8% |
| 3M | -0.2% | -0.6% | +0.4% | -0.3% |
| 6M | +1.4% | +14.7% | -13.3% | -1.6% |
| YTD | +1.5% | +18.0% | -16.5% | -2.3% |
| 1Y | +2.9% | +4.1% | -1.2% | +1.5% |
| 3Y | +25.6% | -4.6% | +30.2% | +25.1% |
| 5Y | +18.6% | +18.4% | +0.2% | +11.8% |
| 10Y | +55.7% | +88.0% | -32.3% | +30.7% |
| All | +151.7% | +397.6% | -245.8% | +60.6% |
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 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