+96.5%
STM vs MDLZ
+22.7%
+73.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.5% | -9.5% | -4.3% |
| 7D | -6.0% | +8.9% | -14.9% | -1.7% |
| 30D | -20.9% | +15.2% | -36.1% | -15.4% |
| 3M | -15.8% | +9.5% | -25.2% | -11.4% |
| 6M | -17.0% | +11.7% | -28.7% | -11.5% |
| YTD | +76.8% | +28.4% | +48.4% | +91.0% |
| 1Y | +96.5% | +24.4% | +72.1% | +114.7% |
| All | +96.5% | +22.7% | +73.8% | +114.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling