+454.2%
MDLZ vs THC
+99.7%
+354.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.7% | -0.7% | -1.1% | -1.7% |
| 30D | -2.1% | +1.3% | -3.4% | -2.2% |
| 3M | +1.3% | +64.2% | -62.9% | -2.9% |
| 6M | +6.2% | +8.3% | -2.1% | +5.1% |
| YTD | +15.8% | +33.4% | -17.6% | +12.5% |
| 1Y | +4.1% | +37.7% | -33.6% | +0.8% |
| 3Y | -4.1% | +236.8% | -240.9% | -14.9% |
| 5Y | +13.4% | +249.3% | -235.9% | -1.6% |
| 10Y | +75.7% | +995.2% | -919.5% | +29.1% |
| All | +454.2% | +99.7% | +354.5% | +273.1% |
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