+516.3%
MDLZ vs HPQ
+314.0%
+202.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +2.3% | +3.2% | -0.9% | +1.8% |
| 30D | +7.9% | -3.6% | +11.6% | +8.3% |
| 3M | +7.3% | -5.3% | +12.5% | +7.6% |
| 6M | +11.7% | +41.1% | -29.5% | +4.4% |
| YTD | +28.7% | +36.9% | -8.1% | +20.4% |
| 1Y | +22.8% | +23.5% | -0.8% | +16.6% |
| 3Y | +6.6% | +19.6% | -13.0% | -0.4% |
| 5Y | +23.2% | +11.4% | +11.8% | +14.2% |
| 10Y | +108.7% | +160.6% | -51.9% | +61.2% |
| All | +516.3% | +314.0% | +202.3% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling