+87.9%
MDLZ vs HBM
+625.8%
-537.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | 0.0% | +5.5% | -5.6% | -0.4% |
| 30D | +1.4% | +3.3% | -1.8% | +1.2% |
| 3M | 0.0% | +12.7% | -12.6% | -1.0% |
| 6M | +9.1% | +28.2% | -19.1% | +6.6% |
| YTD | +17.9% | +45.3% | -27.4% | +14.1% |
| 1Y | +3.2% | +121.7% | -118.5% | -3.1% |
| 3Y | -2.5% | +523.5% | -526.0% | -16.4% |
| 5Y | +17.6% | +393.9% | -376.3% | +0.2% |
| 10Y | +87.9% | +647.9% | -560.0% | +35.7% |
| All | +87.9% | +625.8% | -537.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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