+17.6%
MDLZ vs VIVK
-100.0%
+117.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.3% |
| 7D | 0.0% | -7.9% | +7.8% | 0.0% |
| 30D | +1.4% | -42.0% | +43.4% | +1.8% |
| 3M | 0.0% | -92.5% | +92.5% | +1.3% |
| 6M | +9.1% | -98.0% | +107.1% | +10.9% |
| YTD | +17.9% | -97.9% | +115.8% | +19.3% |
| 1Y | +3.2% | -100.0% | +103.2% | +6.2% |
| 3Y | -2.5% | -100.0% | +97.5% | 0.0% |
| 5Y | +17.6% | -100.0% | +117.6% | +20.1% |
| All | +17.6% | -100.0% | +117.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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