+22.2%
MDLZ vs STLD
+255.4%
-233.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +1.7% | -11.1% | +12.8% | +2.2% |
| 30D | +11.2% | -4.8% | +16.0% | +11.3% |
| 3M | +6.1% | -14.6% | +20.7% | +6.8% |
| 6M | +8.6% | -7.4% | +16.0% | +8.7% |
| YTD | +25.8% | +32.6% | -6.7% | +23.5% |
| 1Y | +21.7% | +47.3% | -25.7% | +18.8% |
| 3Y | +5.8% | +107.5% | -101.7% | -0.3% |
| All | +22.2% | +255.4% | -233.2% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling