+3,866.7%
MSTR vs MDLZ
+449.8%
+3,416.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +12.2% | -1.7% | +13.9% | +12.9% |
| 30D | +45.2% | -2.1% | +47.3% | +46.2% |
| 3M | +10.4% | +1.3% | +9.1% | +8.7% |
| 6M | -2.5% | +6.2% | -8.7% | -6.3% |
| YTD | -6.0% | +15.8% | -21.8% | -13.7% |
| 1Y | -56.4% | +4.1% | -60.5% | -58.1% |
| 3Y | +306.3% | -4.1% | +310.4% | +291.0% |
| 5Y | +100.5% | +13.4% | +87.1% | +79.8% |
| 10Y | +741.1% | +75.7% | +665.3% | +485.7% |
| All | +3,866.7% | +449.8% | +3,416.8% | +1,687.4% |
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