+506.2%
MDLZ vs HIG
+244.9%
+261.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +10.0% | +4.5% | +5.5% | +9.5% |
| 3M | +7.1% | -5.5% | +12.5% | +7.7% |
| 6M | +9.8% | +3.1% | +6.7% | +9.4% |
| YTD | +26.6% | -0.8% | +27.5% | +26.7% |
| 1Y | +20.3% | +6.1% | +14.2% | +19.4% |
| 3Y | +5.4% | +94.1% | -88.7% | -2.4% |
| 5Y | +22.2% | +106.4% | -84.2% | +12.0% |
| 10Y | +92.2% | +265.1% | -172.9% | +62.9% |
| All | +506.2% | +244.9% | +261.3% | +343.5% |
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