+3,476.8%
STX vs MDLZ
+86.6%
+3,390.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +8.0% | +1.7% | +6.3% | +7.4% |
| 30D | +5.1% | +1.1% | +4.0% | +4.5% |
| 3M | +5.8% | -1.8% | +7.6% | +5.3% |
| 6M | +124.9% | +12.3% | +112.6% | +111.7% |
| YTD | +213.9% | +18.0% | +195.9% | +187.5% |
| 1Y | +350.4% | +3.8% | +346.6% | +333.2% |
| 3Y | +1,314.2% | -2.4% | +1,316.6% | +1,268.7% |
| 5Y | +1,092.8% | +18.4% | +1,074.4% | +926.0% |
| All | +3,476.8% | +86.6% | +3,390.2% | +2,330.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling