+87.9%
MDLZ vs HRB
+205.6%
-117.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | 0.0% | -10.6% | +10.6% | +1.6% |
| 30D | +1.4% | -0.8% | +2.3% | +1.3% |
| 3M | 0.0% | +19.1% | -19.0% | -2.9% |
| 6M | +9.1% | +48.7% | -39.6% | +1.9% |
| YTD | +17.9% | +7.1% | +10.8% | +15.7% |
| 1Y | +3.2% | -8.3% | +11.6% | +3.8% |
| 3Y | -2.5% | +25.8% | -28.3% | -8.2% |
| 5Y | +17.6% | +111.1% | -93.5% | -0.1% |
| 10Y | +87.9% | +206.6% | -118.6% | +39.2% |
| All | +87.9% | +205.6% | -117.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling