+102.0%
MDLZ vs HWM
+1,599.0%
-1,497.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +2.2% | -1.8% | +3.9% | +2.3% |
| 30D | +10.1% | -2.7% | +12.8% | +10.3% |
| 3M | +9.1% | -22.7% | +31.8% | +12.5% |
| 6M | +10.0% | -18.9% | +28.9% | +12.3% |
| YTD | +26.8% | +7.1% | +19.8% | +23.9% |
| 1Y | +22.5% | +4.7% | +17.8% | +20.0% |
| 3Y | +5.3% | +345.6% | -340.3% | -20.8% |
| 5Y | +21.4% | +588.3% | -566.8% | -16.4% |
| 10Y | +102.0% | +1,516.2% | -1,414.1% | +9.6% |
| All | +102.0% | +1,599.0% | -1,497.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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