+22.3%
MDLZ vs VMC
+1.5%
+20.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +10.0% | +18.6% | -8.6% | +5.6% |
| 3M | +7.1% | +2.0% | +5.0% | +6.4% |
| 6M | +9.8% | +2.6% | +7.2% | +8.9% |
| YTD | +26.6% | +2.3% | +24.4% | +25.5% |
| All | +22.3% | +1.5% | +20.8% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling