+509.7%
MDLZ vs STLD
+9,946.7%
-9,437.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.6% | +6.8% | +0.1% |
| 7D | +6.9% | -12.5% | +19.3% | +8.5% |
| 30D | +12.1% | -6.8% | +18.9% | +12.9% |
| 3M | +7.7% | -16.4% | +24.1% | +9.6% |
| 6M | +10.8% | -6.1% | +16.9% | +11.0% |
| YTD | +27.4% | +32.0% | -4.6% | +22.2% |
| 1Y | +23.5% | +45.5% | -22.0% | +17.1% |
| 3Y | +6.2% | +106.5% | -100.3% | -5.1% |
| 5Y | +22.9% | +267.2% | -244.3% | -0.1% |
| 10Y | +99.6% | +878.9% | -779.3% | +36.5% |
| All | +509.7% | +9,946.7% | -9,437.0% | +207.3% |
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 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