+20.9%
MDLZ vs VCLT
-3.4%
+24.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -0.7% |
| 30D | +7.9% | +2.8% | +5.2% | +6.8% |
| 3M | +8.9% | -0.4% | +9.3% | +8.7% |
| 6M | +10.5% | -3.1% | +13.6% | +11.3% |
| YTD | +27.1% | -2.7% | +29.8% | +27.7% |
| 1Y | +20.9% | -3.7% | +24.6% | +22.2% |
| All | +20.9% | -3.4% | +24.3% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling