+454.2%
MDLZ vs VFC
+199.0%
+255.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.7% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | -2.1% | -11.6% | +9.5% | -0.1% |
| 3M | +1.3% | -18.1% | +19.4% | +4.0% |
| 6M | +6.2% | -27.4% | +33.6% | +10.7% |
| YTD | +15.8% | -24.8% | +40.6% | +19.6% |
| 1Y | +4.1% | -8.2% | +12.3% | +3.0% |
| 3Y | -4.1% | -29.1% | +25.0% | -9.2% |
| 5Y | +13.4% | -79.2% | +92.5% | +39.6% |
| 10Y | +75.7% | -68.1% | +143.8% | +83.2% |
| All | +454.2% | +199.0% | +255.3% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling