+15.6%
MDLZ vs HIG
+122.5%
-106.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | -1.6% | -4.9% | +3.3% | -0.1% |
| 3M | +0.9% | +6.8% | -5.9% | -1.0% |
| 6M | +7.3% | -1.7% | +9.0% | +7.7% |
| YTD | +16.4% | -0.2% | +16.7% | +16.2% |
| 1Y | +3.0% | +5.7% | -2.7% | +0.8% |
| 3Y | -3.7% | +100.3% | -104.0% | -23.8% |
| 5Y | +15.6% | +118.5% | -102.9% | -13.3% |
| All | +15.6% | +122.5% | -106.9% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling