+16.1%
MDLZ vs VICR
+54.1%
-38.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.6% |
| 7D | 0.0% | +9.8% | -9.8% | +0.1% |
| 30D | -1.6% | -12.6% | +11.0% | -1.7% |
| 3M | +0.9% | -29.7% | +30.6% | +0.6% |
| 6M | +7.3% | +18.8% | -11.5% | +6.7% |
| YTD | +16.4% | +76.4% | -59.9% | +15.6% |
| 1Y | +3.0% | +282.4% | -279.4% | +1.7% |
| 3Y | -3.7% | +206.2% | -209.9% | -5.0% |
| All | +16.1% | +54.1% | -38.0% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling