+369.4%
MDLZ vs STLA
+263.8%
+105.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.7% | +2.6% | -4.3% | -2.0% |
| 30D | -2.1% | -1.2% | -0.9% | -2.1% |
| 3M | +1.3% | -24.8% | +26.1% | +4.2% |
| 6M | +6.2% | -25.6% | +31.8% | +9.1% |
| YTD | +15.8% | -48.9% | +64.7% | +23.4% |
| 1Y | +4.1% | -38.8% | +42.9% | +8.2% |
| 3Y | -4.1% | -64.5% | +60.4% | +4.2% |
| 5Y | +13.4% | -62.4% | +75.8% | +20.3% |
| 10Y | +75.7% | +55.4% | +20.3% | +56.3% |
| All | +369.4% | +263.8% | +105.6% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling