+16,011.1%
STX vs MDLZ
+337.8%
+15,673.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.5% |
| 7D | +2.4% | -1.7% | +4.1% | +3.1% |
| 30D | +1.4% | -2.1% | +3.5% | +2.1% |
| 3M | -8.2% | +1.3% | -9.5% | -10.5% |
| 6M | +127.0% | +6.2% | +120.8% | +116.6% |
| YTD | +209.1% | +15.8% | +193.4% | +181.9% |
| 1Y | +365.4% | +4.1% | +361.3% | +342.1% |
| 3Y | +1,135.4% | -4.1% | +1,139.5% | +1,092.1% |
| 5Y | +991.5% | +13.4% | +978.1% | +861.5% |
| 10Y | +3,695.8% | +75.7% | +3,620.1% | +2,542.0% |
| All | +16,011.1% | +337.8% | +15,673.3% | +5,705.1% |
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