+508.6%
MDLZ vs HRB
+630.0%
-121.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -1.0% | -8.1% | +7.1% | +0.4% |
| 30D | +7.9% | +15.0% | -7.1% | +5.3% |
| 3M | +8.9% | +10.2% | -1.3% | +6.6% |
| 6M | +10.5% | +44.2% | -33.7% | +3.1% |
| YTD | +27.1% | +21.0% | +6.2% | +21.2% |
| 1Y | +20.9% | +12.0% | +8.9% | +16.7% |
| 3Y | +5.5% | +24.9% | -19.4% | -1.3% |
| 5Y | +22.2% | +144.6% | -122.4% | -0.5% |
| 10Y | +106.1% | +229.4% | -123.3% | +49.4% |
| All | +508.6% | +630.0% | -121.4% | +269.0% |
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