+455.1%
MDLZ vs HDB
+3,812.1%
-3,357.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -1.7% | +0.4% | -2.2% | -1.8% |
| 30D | -2.1% | -2.8% | +0.7% | -1.7% |
| 3M | +1.3% | -3.5% | +4.9% | +1.7% |
| 6M | +6.2% | -24.7% | +30.9% | +10.7% |
| YTD | +15.8% | -36.6% | +52.4% | +24.0% |
| 1Y | +4.1% | -34.4% | +38.5% | +10.8% |
| 3Y | -4.1% | -24.4% | +20.3% | -1.4% |
| 5Y | +13.4% | -35.4% | +48.7% | +18.2% |
| 10Y | +75.7% | +39.5% | +36.2% | +56.5% |
| All | +455.1% | +3,812.1% | -3,357.0% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling