+81.7%
MDLZ vs VICR
+1,679.8%
-1,598.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -0.4% |
| 7D | +1.9% | +5.0% | -3.1% | +1.7% |
| 30D | +0.4% | -12.5% | +12.9% | +0.7% |
| 3M | -0.6% | -33.6% | +33.0% | +0.1% |
| 6M | +14.7% | +10.7% | +4.0% | +12.2% |
| YTD | +18.0% | +80.6% | -62.6% | +12.5% |
| 1Y | +4.1% | +288.4% | -284.2% | -4.8% |
| 3Y | -4.6% | +213.8% | -218.4% | -13.9% |
| 5Y | +18.4% | +58.8% | -40.5% | +8.7% |
| All | +81.7% | +1,679.8% | -1,598.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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