+106.1%
MDLZ vs VCLT
+21.9%
+84.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | +7.9% | +2.8% | +5.2% | +6.9% |
| 3M | +8.9% | -0.4% | +9.3% | +9.1% |
| 6M | +10.5% | -3.1% | +13.6% | +11.7% |
| YTD | +27.1% | -2.7% | +29.8% | +28.3% |
| 1Y | +20.9% | -3.7% | +24.6% | +22.4% |
| 3Y | +5.5% | +15.6% | -10.0% | +0.2% |
| 5Y | +22.2% | -15.8% | +38.0% | +27.4% |
| 10Y | +106.1% | +23.0% | +83.1% | +86.2% |
| All | +106.1% | +21.9% | +84.2% | +86.2% |
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