+522.9%
MDLZ vs HBM
+471.0%
+51.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.8% | +0.4% |
| 7D | +2.2% | +2.4% | -0.2% | +2.0% |
| 30D | +10.1% | -16.0% | +26.1% | +11.2% |
| 3M | +9.1% | -21.3% | +30.4% | +10.5% |
| 6M | +10.0% | -12.2% | +22.2% | +9.8% |
| YTD | +26.8% | +10.7% | +16.2% | +23.9% |
| 1Y | +22.5% | +30.3% | -7.8% | +18.1% |
| 3Y | +5.3% | +432.2% | -427.0% | -10.8% |
| 5Y | +21.4% | +218.8% | -197.4% | +4.6% |
| 10Y | +102.0% | +281.4% | -179.3% | +56.3% |
| All | +522.9% | +471.0% | +51.9% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling