+502.4%
MDLZ vs THC
+113.5%
+388.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +1.7% | +3.7% | -2.0% | +1.3% |
| 30D | +11.2% | +9.0% | +2.1% | +10.4% |
| 3M | +6.1% | +10.4% | -4.3% | +5.2% |
| 6M | +8.6% | +45.7% | -37.1% | +4.9% |
| YTD | +25.8% | +42.6% | -16.7% | +21.6% |
| 1Y | +21.7% | +38.8% | -17.1% | +17.7% |
| 3Y | +5.8% | +418.8% | -413.0% | -9.4% |
| 5Y | +21.4% | +275.7% | -254.3% | +4.9% |
| 10Y | +97.2% | +1,496.2% | -1,399.0% | +40.8% |
| All | +502.4% | +113.5% | +388.9% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling