+23.0%
MDLZ vs THC
+258.4%
-235.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | +1.0% | +1.3% | +2.2% |
| 30D | +7.9% | +5.3% | +2.6% | +7.3% |
| 3M | +7.3% | +7.1% | +0.1% | +6.4% |
| 6M | +11.7% | +46.0% | -34.4% | +7.3% |
| YTD | +28.7% | +43.9% | -15.2% | +23.5% |
| 1Y | +22.8% | +45.4% | -22.7% | +17.5% |
| 3Y | +6.6% | +421.3% | -414.7% | -13.9% |
| All | +23.0% | +258.4% | -235.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling