+502.4%
MDLZ vs STZ
+1,732.6%
-1,230.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | +1.7% | +4.9% | -3.2% | +0.6% |
| 30D | +11.2% | +20.9% | -9.7% | +6.7% |
| 3M | +6.1% | +8.0% | -1.8% | +4.3% |
| 6M | +8.6% | -5.3% | +13.8% | +9.6% |
| YTD | +25.8% | +5.9% | +19.9% | +23.4% |
| 1Y | +21.7% | +14.2% | +7.5% | +17.2% |
| 3Y | +5.8% | -37.0% | +42.8% | +14.9% |
| 5Y | +21.4% | -29.7% | +51.1% | +28.4% |
| 10Y | +97.2% | +5.2% | +92.1% | +87.5% |
| All | +502.4% | +1,732.6% | -1,230.2% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling