+644.6%
STM vs MDLZ
+86.6%
+557.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.1% | +1.7% | -2.7% | -1.8% |
| 30D | -7.8% | +1.1% | -8.9% | -8.5% |
| 3M | -28.2% | -1.8% | -26.3% | -28.6% |
| 6M | +52.0% | +12.3% | +39.7% | +40.4% |
| YTD | +96.4% | +18.0% | +78.3% | +75.4% |
| 1Y | +98.8% | +3.8% | +95.0% | +90.2% |
| 3Y | +18.3% | -2.4% | +20.7% | +13.8% |
| 5Y | +17.7% | +18.4% | -0.7% | -1.5% |
| All | +644.6% | +86.6% | +557.9% | +428.5% |
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