+15.6%
MDLZ vs HRB
+112.6%
-97.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.0% | +1.3% |
| 7D | 0.0% | -9.1% | +9.1% | +1.1% |
| 30D | -1.6% | +0.3% | -1.8% | -1.8% |
| 3M | +0.9% | +23.4% | -22.5% | -1.8% |
| 6M | +7.3% | +45.1% | -37.8% | +2.4% |
| YTD | +16.4% | +8.9% | +7.6% | +15.5% |
| 1Y | +3.0% | -7.9% | +10.9% | +4.5% |
| 3Y | -3.7% | +27.9% | -31.7% | -7.8% |
| 5Y | +15.6% | +108.3% | -92.7% | +4.4% |
| All | +15.6% | +112.6% | -97.0% | +4.4% |
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