+104.5%
MDLZ vs HIG
+260.2%
-155.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +8.2% | +4.4% | +3.9% | +7.1% |
| 3M | +8.0% | 0.0% | +7.9% | +7.9% |
| 6M | +9.7% | +3.8% | +6.0% | +8.6% |
| YTD | +26.9% | +0.7% | +26.2% | +26.3% |
| 1Y | +20.9% | +5.0% | +15.9% | +19.0% |
| 3Y | +5.3% | +95.3% | -90.0% | -12.4% |
| 5Y | +21.4% | +110.8% | -89.4% | -1.9% |
| All | +104.5% | +260.2% | -155.7% | +56.2% |
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