+16.5%
MDLZ vs STLD
+292.4%
-275.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.7% | +3.1% | -4.9% | -1.9% |
| 30D | -2.1% | -9.0% | +6.9% | -1.8% |
| 3M | +1.3% | -12.4% | +13.7% | +1.8% |
| 6M | +6.2% | +25.5% | -19.3% | +4.8% |
| YTD | +15.8% | +43.6% | -27.8% | +13.5% |
| 1Y | +4.1% | +87.2% | -83.1% | +0.7% |
| 3Y | -4.1% | +135.2% | -139.3% | -9.9% |
| All | +16.5% | +292.4% | -275.9% | +3.1% |
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