+1,376.8%
STX vs MDLZ
-2.9%
+1,379.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.8% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | +10.6% | +1.4% | +9.2% | +11.0% |
| 3M | +4.8% | 0.0% | +4.8% | +5.9% |
| 6M | +137.3% | +9.1% | +128.1% | +139.3% |
| YTD | +222.5% | +17.9% | +204.5% | +227.1% |
| 1Y | +366.2% | +3.2% | +363.0% | +375.9% |
| All | +1,376.8% | -2.9% | +1,379.8% | +1,421.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling