+7.1%
MDLZ vs STLD
+104.7%
-97.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | -1.0% |
| 7D | +6.9% | -12.5% | +19.3% | +6.6% |
| 30D | +12.1% | -6.8% | +18.9% | +11.9% |
| 3M | +7.7% | -16.4% | +24.1% | +7.4% |
| 6M | +10.8% | -6.1% | +16.9% | +10.7% |
| YTD | +27.4% | +32.0% | -4.6% | +28.0% |
| 1Y | +23.5% | +45.5% | -22.0% | +24.5% |
| All | +7.1% | +104.7% | -97.6% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling