+645.5%
MSTR vs MDLZ
+86.6%
+558.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -11.2% | +1.7% | -12.9% | -11.7% |
| 30D | +33.8% | +1.1% | +32.7% | +33.2% |
| 3M | +11.5% | -1.8% | +13.3% | +11.5% |
| 6M | -7.2% | +12.3% | -19.4% | -11.4% |
| YTD | -15.4% | +18.0% | -33.4% | -21.1% |
| 1Y | -60.6% | +3.8% | -64.4% | -61.7% |
| 3Y | +260.8% | -2.4% | +263.3% | +248.3% |
| 5Y | +108.8% | +18.4% | +90.4% | +86.2% |
| All | +645.5% | +86.6% | +558.9% | +473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDLZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling