+22.2%
MDLZ vs HBM
+205.9%
-183.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | +1.7% | -3.6% | +5.3% | +1.7% |
| 30D | +11.2% | -19.2% | +30.4% | +11.6% |
| 3M | +6.1% | -20.5% | +26.6% | +6.6% |
| 6M | +8.6% | -12.8% | +21.4% | +8.3% |
| YTD | +25.8% | +5.4% | +20.4% | +24.3% |
| 1Y | +21.7% | +33.0% | -11.3% | +19.0% |
| 3Y | +5.8% | +357.3% | -351.5% | -4.3% |
| All | +22.2% | +205.9% | -183.7% | +12.2% |
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