+454.2%
MDLZ vs HPQ
+355.8%
+98.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -1.7% | +6.9% | -8.7% | -2.8% |
| 30D | -2.1% | +14.4% | -16.6% | -4.3% |
| 3M | +1.3% | +25.6% | -24.3% | -2.6% |
| 6M | +6.2% | +75.0% | -68.8% | -3.9% |
| YTD | +15.8% | +50.7% | -34.9% | +7.2% |
| 1Y | +4.1% | +18.7% | -14.5% | -0.1% |
| 3Y | -4.1% | +21.5% | -25.6% | -10.2% |
| 5Y | +13.4% | +31.6% | -18.2% | +2.6% |
| 10Y | +75.7% | +216.1% | -140.3% | +32.3% |
| All | +454.2% | +355.8% | +98.5% | +283.6% |
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