+123.8%
STX vs MDLZ
+22.7%
+101.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.6% | -5.0% |
| 7D | -20.2% | +8.9% | -29.1% | -13.3% |
| 30D | -37.2% | +15.2% | -52.4% | -28.3% |
| 3M | -34.1% | +9.5% | -43.5% | -27.1% |
| 6M | -24.5% | +11.7% | -36.1% | -13.6% |
| YTD | +102.9% | +28.4% | +74.5% | +156.0% |
| 1Y | +123.8% | +24.4% | +99.4% | +178.0% |
| All | +123.8% | +22.7% | +101.1% | +178.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling