+90.0%
MDLZ vs STLD
+868.9%
-778.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +1.7% | -11.1% | +12.8% | +2.9% |
| 30D | +11.2% | -4.8% | +16.0% | +11.6% |
| 3M | +6.1% | -14.6% | +20.7% | +7.7% |
| 6M | +8.6% | -7.4% | +16.0% | +8.9% |
| YTD | +25.8% | +32.6% | -6.7% | +20.9% |
| 1Y | +21.7% | +47.3% | -25.7% | +15.5% |
| 3Y | +5.8% | +107.5% | -101.7% | -5.5% |
| 5Y | +21.4% | +268.8% | -247.4% | -3.2% |
| All | +90.0% | +868.9% | -778.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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