+95.4%
STM vs MDLZ
+20.7%
+74.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | +16.3% | -0.4% | +16.7% | +16.1% |
| 30D | -6.3% | +8.2% | -14.5% | -2.2% |
| 3M | -14.1% | +8.0% | -22.1% | -10.3% |
| 6M | -19.6% | +9.7% | -29.3% | -14.6% |
| YTD | +80.1% | +26.9% | +53.3% | +93.2% |
| 1Y | +95.4% | +20.9% | +74.5% | +116.5% |
| All | +95.4% | +20.7% | +74.7% | +116.5% |
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 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