+90.0%
MDLZ vs STRL
+3,580.1%
-3,490.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.3% |
| 7D | +1.7% | -26.9% | +28.6% | +2.5% |
| 30D | +11.2% | -52.7% | +63.8% | +13.9% |
| 3M | +6.1% | -52.8% | +59.0% | +8.6% |
| 6M | +8.6% | -71.5% | +80.0% | +12.9% |
| YTD | +25.8% | -17.4% | +43.3% | +21.5% |
| 1Y | +21.7% | -35.0% | +56.6% | +19.0% |
| 3Y | +5.8% | +239.2% | -233.4% | -12.9% |
| 5Y | +21.4% | +830.2% | -808.8% | -12.9% |
| All | +90.0% | +3,580.1% | -3,490.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling