+74.1%
MDLZ vs HWM
+1,494.1%
-1,419.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | -2.1% | -11.0% | +8.9% | -0.6% |
| 3M | +1.3% | +4.0% | -2.7% | +0.3% |
| 6M | +6.2% | -0.2% | +6.4% | +5.6% |
| YTD | +15.8% | +26.7% | -10.9% | +11.0% |
| 1Y | +4.1% | +44.7% | -40.6% | -2.3% |
| 3Y | -4.1% | +426.1% | -430.2% | -28.9% |
| 5Y | +13.4% | +738.5% | -725.1% | -23.5% |
| All | +74.1% | +1,494.1% | -1,419.9% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling