+78.1%
MDLZ vs STT
+269.9%
-191.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -2.1% | +3.9% | -6.0% | -2.9% |
| 3M | +1.3% | +20.0% | -18.6% | -2.6% |
| 6M | +6.2% | +55.3% | -49.1% | -3.4% |
| YTD | +15.8% | +53.3% | -37.5% | +5.3% |
| 1Y | +4.1% | +74.7% | -70.6% | -8.1% |
| 3Y | -4.1% | +205.8% | -209.9% | -26.3% |
| 5Y | +13.4% | +145.0% | -131.6% | -10.9% |
| All | +78.1% | +269.9% | -191.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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