+79.0%
MDLZ vs HDB
+34.0%
+45.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.1% |
| 7D | 0.0% | -2.0% | +2.1% | +0.4% |
| 30D | -1.6% | -4.9% | +3.3% | -0.7% |
| 3M | +0.9% | -2.3% | +3.2% | +1.0% |
| 6M | +7.3% | -23.7% | +31.1% | +12.1% |
| YTD | +16.4% | -38.5% | +54.9% | +26.4% |
| 1Y | +3.0% | -36.5% | +39.4% | +11.0% |
| 3Y | -3.7% | -28.5% | +24.7% | +0.3% |
| 5Y | +15.6% | -37.4% | +53.0% | +22.0% |
| 10Y | +79.0% | +34.0% | +44.9% | +55.1% |
| All | +79.0% | +34.0% | +45.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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