+507.1%
MDLZ vs STT
+431.0%
+76.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +10.1% | -1.9% | +12.1% | +10.4% |
| 3M | +9.1% | -7.6% | +16.7% | +10.4% |
| 6M | +10.0% | +16.0% | -6.0% | +6.8% |
| YTD | +26.8% | +36.2% | -9.3% | +19.5% |
| 1Y | +22.5% | +46.8% | -24.3% | +13.9% |
| 3Y | +5.3% | +177.8% | -172.5% | -13.2% |
| 5Y | +21.4% | +105.8% | -84.4% | +3.5% |
| 10Y | +102.0% | +197.6% | -95.5% | +55.3% |
| All | +507.1% | +431.0% | +76.2% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling