+6.6%
MDLZ vs STLA
-77.1%
+83.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +2.3% | -13.8% | +16.1% | +3.0% |
| 30D | +7.9% | -10.5% | +18.5% | +8.5% |
| 3M | +7.3% | -28.9% | +36.1% | +8.7% |
| 6M | +11.7% | -49.7% | +61.4% | +14.7% |
| YTD | +28.7% | -64.9% | +93.7% | +33.9% |
| 1Y | +22.8% | -64.0% | +86.8% | +27.4% |
| 3Y | +6.6% | -77.4% | +84.0% | +14.8% |
| All | +6.6% | -77.1% | +83.7% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling