+21.4%
MDLZ vs HRB
+144.6%
-123.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.2% | -4.0% | +6.2% | +2.7% |
| 30D | +10.1% | +15.8% | -5.6% | +8.2% |
| 3M | +9.1% | +12.0% | -2.9% | +7.3% |
| 6M | +10.0% | +40.7% | -30.8% | +5.3% |
| YTD | +26.8% | +21.0% | +5.9% | +24.1% |
| 1Y | +22.5% | +11.7% | +10.8% | +21.2% |
| 3Y | +5.3% | +25.0% | -19.7% | +1.5% |
| 5Y | +21.4% | +141.0% | -119.6% | +10.2% |
| All | +21.4% | +144.6% | -123.1% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling