+3,078.1%
MSTR vs MDLZ
+502.5%
+2,575.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.5% | -0.4% | -11.1% | -11.4% |
| 30D | -24.8% | +8.2% | -33.0% | -27.5% |
| 3M | +20.6% | +8.0% | +12.7% | +15.9% |
| 6M | -38.0% | +9.7% | -47.7% | -41.4% |
| YTD | -24.7% | +26.9% | -51.6% | -33.9% |
| 1Y | -49.1% | +20.9% | -70.0% | -54.3% |
| 3Y | +124.7% | +5.3% | +119.4% | +106.8% |
| 5Y | +40.9% | +21.4% | +19.6% | +22.0% |
| 10Y | +481.5% | +105.7% | +375.8% | +276.3% |
| All | +3,078.1% | +502.5% | +2,575.6% | +1,269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling