+22.2%
MDLZ vs VLO
+412.5%
-390.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +1.7% | -13.3% | +15.0% | +2.0% |
| 30D | +11.2% | -18.3% | +29.5% | +11.7% |
| 3M | +6.1% | +14.3% | -8.2% | +5.7% |
| 6M | +8.6% | +47.6% | -39.1% | +7.2% |
| YTD | +25.8% | +116.0% | -90.1% | +22.6% |
| 1Y | +21.7% | +101.0% | -79.3% | +18.8% |
| 3Y | +5.8% | +199.0% | -193.2% | +1.0% |
| All | +22.2% | +412.5% | -390.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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