+113.8%
MSTR vs MDLZ
+16.9%
+96.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.5% |
| 7D | +9.3% | 0.0% | +9.3% | +9.2% |
| 30D | +36.5% | -1.6% | +38.1% | +36.9% |
| 3M | +7.3% | +0.9% | +6.4% | +6.5% |
| 6M | +2.2% | +7.3% | -5.1% | -1.0% |
| YTD | -10.2% | +16.4% | -26.6% | -16.1% |
| 1Y | -58.6% | +3.0% | -61.6% | -59.5% |
| 3Y | +283.2% | -3.7% | +286.9% | +264.1% |
| 5Y | +113.8% | +15.6% | +98.2% | +61.6% |
| All | +113.8% | +16.9% | +96.9% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling