+454.2%
MDLZ vs VICR
+884.8%
-430.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.6% |
| 7D | -1.7% | +0.4% | -2.2% | -1.8% |
| 30D | -2.1% | -13.9% | +11.8% | -1.4% |
| 3M | +1.3% | -38.4% | +39.7% | +3.4% |
| 6M | +6.2% | -7.2% | +13.4% | +4.0% |
| YTD | +15.8% | +72.0% | -56.2% | +7.9% |
| 1Y | +4.1% | +263.3% | -259.2% | -8.9% |
| 3Y | -4.1% | +173.3% | -177.4% | -17.2% |
| 5Y | +13.4% | +47.3% | -33.9% | -1.4% |
| 10Y | +75.7% | +1,495.2% | -1,419.4% | +15.2% |
| All | +454.2% | +884.8% | -430.5% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling