+518.0%
MDLZ vs HBM
+443.9%
+74.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +1.7% | -3.6% | +5.3% | +1.9% |
| 30D | +11.2% | -19.2% | +30.4% | +12.6% |
| 3M | +6.1% | -20.5% | +26.6% | +7.4% |
| 6M | +8.6% | -12.8% | +21.4% | +8.5% |
| YTD | +25.8% | +5.4% | +20.4% | +23.4% |
| 1Y | +21.7% | +33.0% | -11.3% | +17.1% |
| 3Y | +5.8% | +357.3% | -351.5% | -9.3% |
| 5Y | +21.4% | +210.4% | -189.0% | +4.7% |
| 10Y | +97.2% | +387.1% | -289.9% | +49.1% |
| All | +518.0% | +443.9% | +74.1% | +302.2% |
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 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