+508.6%
MDLZ vs STRL
+40,413.3%
-39,904.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.1% |
| 7D | -1.0% | +7.1% | -8.1% | -1.3% |
| 30D | +7.9% | -39.4% | +47.3% | +9.7% |
| 3M | +8.9% | -43.0% | +51.9% | +10.8% |
| 6M | +10.5% | -65.0% | +75.5% | +14.1% |
| YTD | +27.1% | -0.8% | +27.9% | +24.0% |
| 1Y | +20.9% | -20.3% | +41.2% | +19.0% |
| 3Y | +5.5% | +356.5% | -351.0% | -6.8% |
| 5Y | +22.2% | +952.8% | -930.6% | +2.0% |
| 10Y | +106.1% | +3,877.1% | -3,771.0% | +57.1% |
| All | +508.6% | +40,413.3% | -39,904.7% | +380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling