+22.2%
MDLZ vs STLD
+269.6%
-247.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +0.1% | -9.7% | +9.8% | +0.5% |
| 30D | +10.0% | -4.5% | +14.5% | +10.1% |
| 3M | +7.1% | -13.1% | +20.1% | +7.6% |
| 6M | +9.8% | -2.8% | +12.6% | +9.7% |
| YTD | +26.6% | +35.3% | -8.7% | +24.2% |
| 1Y | +20.3% | +51.4% | -31.1% | +17.3% |
| 3Y | +5.4% | +117.9% | -112.5% | -1.1% |
| 5Y | +22.2% | +272.6% | -250.4% | +6.9% |
| All | +22.2% | +269.6% | -247.4% | +6.9% |
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