-3.4%
MDLZ vs MSTU
-92.2%
+88.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.4% |
| 7D | +2.3% | -25.8% | +28.1% | +2.0% |
| 30D | +7.9% | -43.9% | +51.8% | +7.4% |
| 3M | +7.3% | +2.9% | +4.4% | +7.3% |
| 6M | +11.7% | -75.5% | +87.2% | +11.2% |
| YTD | +28.7% | -76.7% | +105.5% | +28.4% |
| 1Y | +22.8% | -88.9% | +111.7% | +22.2% |
| All | -3.4% | -92.2% | +88.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling