+90.0%
MDLZ vs HWM
+1,473.3%
-1,383.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | +1.7% | +3.4% | -1.7% | +1.1% |
| 30D | +11.2% | -7.5% | +18.7% | +12.0% |
| 3M | +6.1% | -28.9% | +35.0% | +10.6% |
| 6M | +8.6% | -19.6% | +28.2% | +10.8% |
| YTD | +25.8% | +0.6% | +25.2% | +24.0% |
| 1Y | +21.7% | +0.3% | +21.3% | +19.8% |
| 3Y | +5.8% | +326.1% | -320.3% | -19.7% |
| 5Y | +21.4% | +525.2% | -503.8% | -14.9% |
| All | +90.0% | +1,473.3% | -1,383.3% | +13.1% |
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