-5.3%
MDLZ vs VIK
+221.3%
-226.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +1.7% | -1.8% | +3.5% | +1.6% |
| 30D | +1.1% | -17.3% | +18.4% | +0.9% |
| 3M | -1.8% | -5.1% | +3.2% | -2.0% |
| 6M | +12.3% | +16.2% | -3.9% | +12.1% |
| YTD | +18.0% | +17.6% | +0.4% | +17.8% |
| 1Y | +3.8% | +33.5% | -29.7% | +3.5% |
| All | -5.3% | +221.3% | -226.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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