+87.9%
MDLZ vs VCLT
+16.9%
+71.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | 0.0% | 0.0% | -0.1% | -0.1% |
| 30D | +1.4% | +0.1% | +1.3% | +1.4% |
| 3M | 0.0% | -2.9% | +2.9% | +1.0% |
| 6M | +9.1% | -4.0% | +13.1% | +10.7% |
| YTD | +17.9% | -2.2% | +20.2% | +18.8% |
| 1Y | +3.2% | -2.6% | +5.8% | +4.1% |
| 3Y | -2.5% | +12.3% | -14.8% | -6.6% |
| 5Y | +17.6% | -16.4% | +34.0% | +23.0% |
| 10Y | +87.9% | +18.1% | +69.9% | +70.5% |
| All | +87.9% | +16.9% | +71.0% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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