+21.1%
STM vs MDLZ
+17.0%
+4.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -5.2% | +1.4% | -6.6% | -5.6% |
| 3M | -29.6% | 0.0% | -29.6% | -30.1% |
| 6M | +54.4% | +9.1% | +45.2% | +48.0% |
| YTD | +99.5% | +17.9% | +81.6% | +85.2% |
| 1Y | +100.8% | +3.2% | +97.5% | +96.3% |
| 3Y | +20.2% | -2.5% | +22.6% | +17.9% |
| 5Y | +21.1% | +17.6% | +3.6% | +0.9% |
| All | +21.1% | +17.0% | +4.1% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling