+454.2%
MDLZ vs STLD
+10,833.5%
-10,379.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.7% | +3.1% | -4.9% | -2.1% |
| 30D | -2.1% | -9.0% | +6.9% | -1.2% |
| 3M | +1.3% | -12.4% | +13.7% | +2.6% |
| 6M | +6.2% | +25.5% | -19.3% | +2.9% |
| YTD | +15.8% | +43.6% | -27.8% | +10.2% |
| 1Y | +4.1% | +87.2% | -83.1% | -4.2% |
| 3Y | -4.1% | +135.2% | -139.3% | -15.6% |
| 5Y | +13.4% | +290.9% | -277.5% | -8.5% |
| 10Y | +75.7% | +1,113.5% | -1,037.7% | +17.3% |
| All | +454.2% | +10,833.5% | -10,379.3% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling