+456.5%
MDLZ vs VCIT
+96.6%
+359.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +6.9% | +0.5% | +6.4% | +6.6% |
| 30D | +12.1% | +2.1% | +10.0% | +11.0% |
| 3M | +7.7% | -1.6% | +9.3% | +8.5% |
| 6M | +10.8% | -1.6% | +12.4% | +11.6% |
| YTD | +27.4% | -1.5% | +28.9% | +28.3% |
| 1Y | +23.5% | -0.4% | +23.9% | +23.8% |
| 3Y | +6.2% | +19.6% | -13.4% | -1.5% |
| 5Y | +22.9% | +3.3% | +19.6% | +18.6% |
| 10Y | +99.6% | +28.9% | +70.7% | +90.0% |
| All | +456.5% | +96.6% | +359.8% | +494.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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