+158.7%
STM vs MDLZ
+449.8%
-291.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +5.8% | -1.7% | +7.5% | +6.7% |
| 30D | -1.0% | -2.1% | +1.1% | -0.1% |
| 3M | -33.3% | +1.3% | -34.6% | -35.1% |
| 6M | +57.4% | +6.2% | +51.2% | +48.9% |
| YTD | +102.2% | +15.8% | +86.4% | +81.3% |
| 1Y | +99.6% | +4.1% | +95.5% | +89.4% |
| 3Y | +14.5% | -4.1% | +18.6% | +10.7% |
| 5Y | +21.4% | +13.4% | +8.0% | +5.5% |
| 10Y | +695.0% | +75.7% | +619.2% | +434.6% |
| All | +158.7% | +449.8% | -291.2% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling