+81.8%
MDLZ vs VMC
+154.4%
-72.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.7% | -3.7% | +5.4% | +2.4% |
| 30D | +1.1% | -12.8% | +13.9% | +3.7% |
| 3M | -1.8% | -7.9% | +6.1% | -0.5% |
| 6M | +12.3% | -7.5% | +19.8% | +13.6% |
| YTD | +18.0% | -11.6% | +29.7% | +20.3% |
| 1Y | +3.8% | -14.3% | +18.1% | +6.3% |
| 3Y | -2.4% | +18.5% | -20.9% | -7.3% |
| 5Y | +18.4% | +46.8% | -28.3% | +6.4% |
| All | +81.8% | +154.4% | -72.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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