+21.7%
MDLZ vs STT
+44.2%
-22.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.7% | -2.5% | +4.1% | +1.3% |
| 30D | +11.2% | -5.0% | +16.1% | +10.4% |
| 3M | +6.1% | -10.5% | +16.6% | +4.4% |
| 6M | +8.6% | +10.0% | -1.5% | +8.9% |
| YTD | +25.8% | +30.7% | -4.8% | +26.9% |
| 1Y | +21.7% | +43.8% | -22.1% | +19.1% |
| All | +21.7% | +44.2% | -22.6% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling