+5.8%
MDLZ vs STZ
-37.2%
+43.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +1.7% | +4.9% | -3.2% | +0.3% |
| 30D | +11.2% | +20.9% | -9.7% | +5.8% |
| 3M | +6.1% | +8.0% | -1.8% | +3.8% |
| 6M | +8.6% | -5.3% | +13.8% | +9.3% |
| YTD | +25.8% | +5.9% | +19.9% | +22.3% |
| 1Y | +21.7% | +14.2% | +7.5% | +15.4% |
| 3Y | +5.8% | -37.0% | +42.8% | +14.6% |
| All | +5.8% | -37.2% | +43.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling