+105.0%
MDLZ vs HUBB
+388.2%
-283.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.3% |
| 30D | +7.9% | -6.4% | +14.4% | +9.2% |
| 3M | +8.9% | -14.4% | +23.3% | +12.1% |
| 6M | +10.5% | -9.0% | +19.5% | +11.4% |
| YTD | +27.1% | +0.7% | +26.4% | +24.5% |
| 1Y | +20.9% | -0.3% | +21.2% | +18.5% |
| 3Y | +5.5% | +59.2% | -53.7% | -13.1% |
| 5Y | +22.2% | +130.2% | -108.0% | -13.9% |
| All | +105.0% | +388.2% | -283.3% | +6.8% |
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