+87.9%
MDLZ vs HIG
+314.4%
-226.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | 0.0% | -0.5% | +0.4% | +0.1% |
| 30D | +1.4% | -2.8% | +4.3% | +2.2% |
| 3M | 0.0% | +6.3% | -6.3% | -1.6% |
| 6M | +9.1% | -0.1% | +9.2% | +9.0% |
| YTD | +17.9% | +0.4% | +17.5% | +17.5% |
| 1Y | +3.2% | +6.2% | -3.0% | +1.3% |
| 3Y | -2.5% | +101.6% | -104.1% | -19.7% |
| 5Y | +17.6% | +119.8% | -102.3% | -6.2% |
| 10Y | +87.9% | +311.7% | -223.8% | +24.1% |
| All | +87.9% | +314.4% | -226.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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