+106.1%
MDLZ vs VFC
-47.4%
+153.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | +7.9% | +30.7% | -22.8% | +4.5% |
| 3M | +8.9% | +40.6% | -31.7% | +4.5% |
| 6M | +10.5% | +16.5% | -6.0% | +7.8% |
| YTD | +27.1% | +16.2% | +11.0% | +23.4% |
| 1Y | +20.9% | +42.4% | -21.5% | +14.0% |
| 3Y | +5.5% | +48.1% | -42.5% | -8.5% |
| 5Y | +22.2% | -67.8% | +90.1% | +45.1% |
| 10Y | +106.1% | -48.5% | +154.6% | +115.7% |
| All | +106.1% | -47.4% | +153.6% | +115.7% |
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