+78.1%
MDLZ vs STRL
+7,193.7%
-7,115.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.0% | -0.5% |
| 7D | -1.7% | +3.4% | -5.1% | -1.9% |
| 30D | -2.1% | -9.2% | +7.1% | -1.8% |
| 3M | +1.3% | -51.0% | +52.4% | +4.2% |
| 6M | +6.2% | +15.8% | -9.6% | +2.7% |
| YTD | +15.8% | +58.9% | -43.1% | +9.6% |
| 1Y | +4.1% | +68.5% | -64.4% | -2.5% |
| 3Y | -4.1% | +485.2% | -489.3% | -21.9% |
| 5Y | +13.4% | +2,005.1% | -1,991.7% | -21.8% |
| All | +78.1% | +7,193.7% | -7,115.6% | +3.7% |
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