+102.0%
MDLZ vs THC
+1,758.3%
-1,656.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +2.2% | +8.8% | -6.7% | +1.5% |
| 30D | +10.1% | +10.0% | +0.1% | +9.3% |
| 3M | +9.1% | +11.7% | -2.6% | +8.1% |
| 6M | +10.0% | +52.5% | -42.5% | +6.0% |
| YTD | +26.8% | +46.1% | -19.2% | +22.4% |
| 1Y | +22.5% | +49.1% | -26.6% | +17.9% |
| 3Y | +5.3% | +439.6% | -434.4% | -9.9% |
| 5Y | +21.4% | +263.2% | -241.7% | +5.3% |
| 10Y | +102.0% | +1,900.5% | -1,798.4% | +52.9% |
| All | +102.0% | +1,758.3% | -1,656.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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