+399.6%
MDLZ vs VIVK
-100.0%
+499.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.3% | +12.0% | -0.3% |
| 7D | -1.7% | -1.4% | -0.4% | -1.7% |
| 30D | -2.1% | -43.6% | +41.5% | -2.1% |
| 3M | +1.3% | -95.1% | +96.4% | +1.5% |
| 6M | +6.2% | -98.2% | +104.4% | +6.4% |
| YTD | +15.8% | -97.9% | +113.7% | +16.0% |
| 1Y | +4.1% | -100.0% | +104.1% | +4.5% |
| 3Y | -4.1% | -100.0% | +95.9% | -3.8% |
| 5Y | +13.4% | -100.0% | +113.4% | +13.7% |
| 10Y | +75.7% | -100.0% | +175.7% | +75.7% |
| All | +399.6% | -100.0% | +499.6% | +408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling