+90.0%
MDLZ vs VFC
-46.8%
+136.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.7% | +11.2% | -9.5% | +0.4% |
| 30D | +11.2% | +41.5% | -30.3% | +6.7% |
| 3M | +6.1% | +38.9% | -32.8% | +2.0% |
| 6M | +8.6% | +6.1% | +2.4% | +7.1% |
| YTD | +25.8% | +14.5% | +11.3% | +22.3% |
| 1Y | +21.7% | +46.0% | -24.3% | +14.4% |
| 3Y | +5.8% | +36.4% | -30.6% | -6.7% |
| 5Y | +21.4% | -67.5% | +88.9% | +43.2% |
| All | +90.0% | -46.8% | +136.8% | +101.3% |
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