+454.2%
MDLZ vs HRB
+602.5%
-148.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.4% |
| 7D | -1.7% | -5.7% | +3.9% | -0.8% |
| 30D | -2.1% | +7.9% | -10.0% | -3.6% |
| 3M | +1.3% | +32.1% | -30.8% | -3.8% |
| 6M | +6.2% | +62.2% | -56.0% | -3.4% |
| YTD | +15.8% | +16.4% | -0.6% | +11.3% |
| 1Y | +4.1% | -0.3% | +4.4% | +2.7% |
| 3Y | -4.1% | +36.0% | -40.1% | -11.6% |
| 5Y | +13.4% | +125.2% | -111.8% | -6.4% |
| 10Y | +75.7% | +237.7% | -161.9% | +26.9% |
| All | +454.2% | +602.5% | -148.3% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling