+90.0%
MDLZ vs STLA
+18.3%
+71.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.7% | -4.5% | +6.2% | +2.3% |
| 30D | +11.2% | -3.9% | +15.1% | +11.6% |
| 3M | +6.1% | -20.2% | +26.3% | +8.8% |
| 6M | +8.6% | -42.2% | +50.7% | +15.7% |
| YTD | +25.8% | -59.3% | +85.2% | +39.5% |
| 1Y | +21.7% | -56.1% | +77.7% | +33.1% |
| 3Y | +5.8% | -73.7% | +79.5% | +21.9% |
| 5Y | +21.4% | -70.3% | +91.7% | +33.6% |
| All | +90.0% | +18.3% | +71.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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