+23.0%
MDLZ vs VEEV
-4.9%
+27.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.3% |
| 30D | +7.9% | +1.4% | +6.5% | +7.9% |
| 3M | +7.3% | +19.4% | -12.1% | +6.2% |
| 6M | +11.7% | +93.6% | -81.9% | +8.0% |
| YTD | +28.7% | +35.1% | -6.3% | +26.6% |
| 1Y | +22.8% | +3.4% | +19.4% | +22.8% |
| 3Y | +6.6% | +81.4% | -74.8% | +1.3% |
| All | +23.0% | -4.9% | +27.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 5y: compounded portfolio wealth divided by compounded VEEV 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…
5y analysis · Full analysis span regression · 6 months rolling