+16.1%
MDLZ vs HPQ
+32.5%
-16.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -1.6% | +3.7% | -5.3% | -2.0% |
| 3M | +0.9% | +24.3% | -23.4% | -1.2% |
| 6M | +7.3% | +64.8% | -57.4% | +2.1% |
| YTD | +16.4% | +43.9% | -27.5% | +12.2% |
| 1Y | +3.0% | +11.7% | -8.7% | +1.5% |
| 3Y | -3.7% | +19.7% | -23.4% | -7.6% |
| All | +16.1% | +32.5% | -16.4% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling