+131.8%
STM vs MDLZ
+511.4%
-379.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.2% |
| 7D | +12.0% | +2.3% | +9.7% | +10.7% |
| 30D | -0.4% | +7.9% | -8.3% | -4.9% |
| 3M | -13.2% | +7.3% | -20.4% | -17.2% |
| 6M | -26.1% | +11.7% | -37.8% | -32.3% |
| YTD | +81.2% | +28.7% | +52.4% | +52.3% |
| 1Y | +98.3% | +22.8% | +75.5% | +71.2% |
| 3Y | +16.7% | +6.6% | +10.1% | +6.1% |
| 5Y | -4.8% | +23.2% | -28.0% | -21.3% |
| 10Y | +468.8% | +108.7% | +360.1% | +246.5% |
| All | +131.8% | +511.4% | -379.6% | -29.7% |
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 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