+158.2%
MDLZ vs VEEV
+623.9%
-465.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | -1.7% | -0.6% | -1.2% | -1.7% |
| 30D | -2.1% | +28.8% | -31.0% | -4.8% |
| 3M | +1.3% | +54.0% | -52.7% | -3.4% |
| 6M | +6.2% | +46.0% | -39.8% | +1.6% |
| YTD | +15.8% | +23.2% | -7.4% | +12.5% |
| 1Y | +4.1% | +1.9% | +2.3% | +3.1% |
| 3Y | -4.1% | +27.0% | -31.1% | -8.6% |
| 5Y | +13.4% | -13.4% | +26.8% | +11.1% |
| 10Y | +75.7% | +575.2% | -499.5% | +37.2% |
| All | +158.2% | +623.9% | -465.7% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling