+454.2%
MDLZ vs HIG
+253.9%
+200.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -2.1% | -3.2% | +1.1% | -1.8% |
| 3M | +1.3% | +9.1% | -7.8% | +0.3% |
| 6M | +6.2% | -1.8% | +8.0% | +6.4% |
| YTD | +15.8% | +1.8% | +14.0% | +15.5% |
| 1Y | +4.1% | +4.6% | -0.4% | +3.5% |
| 3Y | -4.1% | +101.6% | -105.7% | -11.6% |
| 5Y | +13.4% | +124.5% | -111.1% | +3.0% |
| 10Y | +75.7% | +317.8% | -242.1% | +47.0% |
| All | +454.2% | +253.9% | +200.4% | +304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling