+87.9%
MDLZ vs HUBB
+427.3%
-339.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +1.4% | -9.6% | +11.1% | +3.5% |
| 3M | 0.0% | -6.2% | +6.2% | +0.6% |
| 6M | +9.1% | -6.2% | +15.3% | +9.4% |
| YTD | +17.9% | +3.4% | +14.6% | +15.2% |
| 1Y | +3.2% | +5.3% | -2.1% | 0.0% |
| 3Y | -2.5% | +44.4% | -46.8% | -16.8% |
| 5Y | +17.6% | +152.4% | -134.8% | -19.4% |
| 10Y | +87.9% | +437.0% | -349.1% | -5.3% |
| All | +87.9% | +427.3% | -339.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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