+669.5%
MSTR vs MDLZ
+86.5%
+583.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | +7.7% | 0.0% | +7.8% | +7.6% |
| 30D | +36.3% | +1.4% | +34.9% | +35.6% |
| 3M | +13.4% | 0.0% | +13.4% | +12.8% |
| 6M | -4.5% | +9.1% | -13.6% | -8.0% |
| YTD | -12.7% | +17.9% | -30.6% | -18.5% |
| 1Y | -59.6% | +3.2% | -62.8% | -60.6% |
| 3Y | +272.5% | -2.5% | +274.9% | +259.6% |
| 5Y | +107.1% | +17.6% | +89.6% | +85.1% |
| All | +669.5% | +86.5% | +583.0% | +491.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling