+454.2%
MDLZ vs STT
+497.8%
-43.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +1.3% | +20.0% | -18.6% | -2.0% |
| 6M | +6.2% | +55.3% | -49.1% | -1.8% |
| YTD | +15.8% | +53.3% | -37.5% | +7.1% |
| 1Y | +4.1% | +74.7% | -70.6% | -6.0% |
| 3Y | -4.1% | +205.8% | -209.9% | -22.2% |
| 5Y | +13.4% | +145.0% | -131.6% | -6.2% |
| 10Y | +75.7% | +266.0% | -190.3% | +30.7% |
| All | +454.2% | +497.8% | -43.6% | +215.6% |
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