+507.3%
MDLZ vs HUBB
+2,703.8%
-2,196.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -0.4% | +4.6% | -5.0% | -1.5% |
| 30D | +8.2% | -8.4% | +16.6% | +10.2% |
| 3M | +8.0% | -14.3% | +22.3% | +11.6% |
| 6M | +9.7% | -9.3% | +19.1% | +11.0% |
| YTD | +26.9% | -0.5% | +27.4% | +24.5% |
| 1Y | +20.9% | -2.1% | +23.0% | +19.0% |
| 3Y | +5.3% | +57.2% | -51.9% | -12.2% |
| 5Y | +21.4% | +127.1% | -105.7% | -11.0% |
| 10Y | +105.7% | +385.7% | -280.0% | +17.0% |
| All | +507.3% | +2,703.8% | -2,196.4% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling