+405.9%
MDLZ vs VCLT
+103.4%
+302.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -2.1% | -0.9% | -1.3% | -1.9% |
| 3M | +1.3% | -3.2% | +4.6% | +2.0% |
| 6M | +6.2% | -3.8% | +10.0% | +7.0% |
| YTD | +15.8% | -2.0% | +17.8% | +16.2% |
| 1Y | +4.1% | -0.8% | +4.9% | +4.3% |
| 3Y | -4.1% | +12.3% | -16.4% | -6.2% |
| 5Y | +13.4% | -15.4% | +28.8% | +14.1% |
| 10Y | +75.7% | +15.7% | +60.0% | +76.7% |
| All | +405.9% | +103.4% | +302.5% | +486.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling