+1,077.4%
STX vs MDLZ
+17.0%
+1,060.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | +10.6% | +1.4% | +9.2% | +10.5% |
| 3M | +4.8% | 0.0% | +4.8% | +4.8% |
| 6M | +137.3% | +9.1% | +128.1% | +132.4% |
| YTD | +222.5% | +17.9% | +204.5% | +210.1% |
| 1Y | +366.2% | +3.2% | +363.0% | +363.1% |
| 3Y | +1,352.9% | -2.5% | +1,355.4% | +1,350.5% |
| 5Y | +1,077.4% | +17.6% | +1,059.9% | +941.7% |
| All | +1,077.4% | +17.0% | +1,060.4% | +941.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling