+503.4%
MDLZ vs HDB
+4,142.9%
-3,639.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | +1.7% | +13.3% | -11.7% | -0.4% |
| 30D | +11.2% | +13.6% | -2.4% | +8.9% |
| 3M | +6.1% | +5.8% | +0.4% | +5.0% |
| 6M | +8.6% | -1.9% | +10.5% | +8.4% |
| YTD | +25.8% | -31.2% | +57.0% | +32.8% |
| 1Y | +21.7% | -29.6% | +51.2% | +27.9% |
| 3Y | +5.8% | -10.1% | +15.9% | +5.6% |
| 5Y | +21.4% | -24.3% | +45.7% | +23.3% |
| 10Y | +97.2% | +59.3% | +37.9% | +71.7% |
| All | +503.4% | +4,142.9% | -3,639.6% | +263.6% |
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