+21.1%
STM vs MDLZ
-4.0%
+25.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -7.4% | -1.6% | -5.8% | -7.4% |
| 3M | -30.6% | +0.9% | -31.5% | -30.7% |
| 6M | +66.4% | +7.3% | +59.0% | +63.6% |
| YTD | +101.1% | +16.4% | +84.7% | +95.3% |
| 1Y | +97.4% | +3.0% | +94.4% | +95.9% |
| 3Y | +21.1% | -3.7% | +24.9% | +21.0% |
| All | +21.1% | -4.0% | +25.1% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling