+23.0%
MDLZ vs HWM
+591.3%
-568.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +2.3% | +7.3% | -5.0% | +1.8% |
| 30D | +7.9% | +1.6% | +6.4% | +7.7% |
| 3M | +7.3% | -21.9% | +29.1% | +9.0% |
| 6M | +11.7% | -19.0% | +30.7% | +13.0% |
| YTD | +28.7% | +7.9% | +20.8% | +26.3% |
| 1Y | +22.8% | +9.9% | +12.8% | +20.2% |
| 3Y | +6.6% | +342.1% | -335.5% | -19.8% |
| All | +23.0% | +591.3% | -568.2% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling