+507.3%
MDLZ vs VICR
+760.2%
-252.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -0.4% | +21.9% | -22.3% | -1.6% |
| 30D | +8.2% | -38.4% | +46.6% | +10.8% |
| 3M | +8.0% | -27.2% | +35.2% | +8.8% |
| 6M | +9.7% | -43.7% | +53.4% | +11.0% |
| YTD | +26.9% | +50.3% | -23.4% | +18.0% |
| 1Y | +20.9% | +74.6% | -53.6% | +11.1% |
| 3Y | +5.3% | +351.2% | -345.9% | -13.8% |
| 5Y | +21.4% | +2.5% | +18.9% | +7.8% |
| 10Y | +105.7% | +1,031.9% | -926.2% | +37.3% |
| All | +507.3% | +760.2% | -252.8% | +245.3% |
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