-4.6%
MDLZ vs HPQ
+23.3%
-27.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | +1.4% | +8.7% | -7.2% | +0.9% |
| 3M | 0.0% | +31.5% | -31.4% | -1.5% |
| 6M | +9.1% | +76.0% | -66.9% | +5.6% |
| YTD | +17.9% | +49.5% | -31.6% | +15.2% |
| 1Y | +3.2% | +17.3% | -14.0% | +2.2% |
| All | -4.6% | +23.3% | -27.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 3y: compounded portfolio wealth divided by compounded HPQ 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…
3y analysis · Full analysis span regression · 6 months rolling