+502.4%
MDLZ vs VLO
+6,304.7%
-5,802.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +1.7% | -13.3% | +15.0% | +3.5% |
| 30D | +11.2% | -18.3% | +29.5% | +14.0% |
| 3M | +6.1% | +14.3% | -8.2% | +3.8% |
| 6M | +8.6% | +47.6% | -39.1% | +2.2% |
| YTD | +25.8% | +116.0% | -90.1% | +11.8% |
| 1Y | +21.7% | +101.0% | -79.3% | +9.1% |
| 3Y | +5.8% | +199.0% | -193.2% | -12.0% |
| 5Y | +21.4% | +419.0% | -397.6% | -9.6% |
| 10Y | +97.2% | +778.2% | -681.0% | +26.4% |
| All | +502.4% | +6,304.7% | -5,802.3% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling