+79.0%
MDLZ vs VFC
-69.1%
+148.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.8% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | -1.6% | -11.9% | +10.4% | -0.1% |
| 3M | +0.9% | -20.2% | +21.0% | +3.1% |
| 6M | +7.3% | -23.0% | +30.3% | +9.8% |
| YTD | +16.4% | -26.2% | +42.7% | +19.4% |
| 1Y | +3.0% | -13.3% | +16.3% | +2.8% |
| 3Y | -3.7% | -25.5% | +21.7% | -8.5% |
| 5Y | +15.6% | -78.1% | +93.7% | +42.4% |
| 10Y | +79.0% | -68.8% | +147.8% | +100.2% |
| All | +79.0% | -69.1% | +148.1% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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