-26.1%
STM vs MDLZ
+12.1%
-38.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +2.3% |
| 7D | +12.0% | +2.3% | +9.7% | +15.0% |
| 30D | -0.4% | +7.9% | -8.3% | +10.6% |
| 3M | -13.2% | +7.3% | -20.4% | -4.5% |
| 6M | -26.1% | +11.7% | -37.8% | -9.7% |
| All | -26.1% | +12.1% | -38.2% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling