+21.4%
MDLZ vs STT
+105.9%
-84.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.4% | +5.1% | -5.5% | -1.0% |
| 30D | +8.2% | -0.2% | +8.5% | +8.2% |
| 3M | +8.0% | -8.1% | +16.1% | +9.0% |
| 6M | +9.7% | +16.6% | -6.9% | +6.9% |
| YTD | +26.9% | +37.8% | -11.0% | +20.1% |
| 1Y | +20.9% | +46.8% | -25.9% | +13.2% |
| 3Y | +5.3% | +181.2% | -175.8% | -13.6% |
| 5Y | +21.4% | +105.1% | -83.7% | +1.2% |
| All | +21.4% | +105.9% | -84.5% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling