+130.5%
STM vs MDLZ
+502.5%
-372.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +16.3% | -0.4% | +16.7% | +16.5% |
| 30D | -6.3% | +8.2% | -14.5% | -10.7% |
| 3M | -14.1% | +8.0% | -22.1% | -18.4% |
| 6M | -19.6% | +9.7% | -29.3% | -25.7% |
| YTD | +80.1% | +26.9% | +53.3% | +52.6% |
| 1Y | +95.4% | +20.9% | +74.5% | +69.9% |
| 3Y | +14.7% | +5.3% | +9.4% | +4.9% |
| 5Y | -5.4% | +21.4% | -26.8% | -21.2% |
| 10Y | +465.5% | +105.7% | +359.8% | +247.1% |
| All | +130.5% | +502.5% | -372.0% | -29.6% |
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