+15.6%
MDLZ vs HBM
+369.9%
-354.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.4% |
| 7D | 0.0% | +7.4% | -7.3% | -0.1% |
| 30D | -1.6% | +5.1% | -6.6% | -1.7% |
| 3M | +0.9% | +11.1% | -10.2% | +0.5% |
| 6M | +7.3% | +30.2% | -22.9% | +5.9% |
| YTD | +16.4% | +46.2% | -29.8% | +14.4% |
| 1Y | +3.0% | +120.0% | -117.1% | -0.6% |
| 3Y | -3.7% | +527.4% | -531.1% | -12.8% |
| 5Y | +15.6% | +400.4% | -384.8% | +6.6% |
| All | +15.6% | +369.9% | -354.3% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling