+15.6%
MDLZ vs VMC
+52.4%
-36.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | -1.6% | -9.1% | +7.5% | +0.2% |
| 3M | +0.9% | -4.1% | +5.0% | +1.5% |
| 6M | +7.3% | -5.5% | +12.9% | +8.2% |
| YTD | +16.4% | -8.9% | +25.4% | +18.2% |
| 1Y | +3.0% | -12.9% | +15.9% | +5.2% |
| 3Y | -3.7% | +22.1% | -25.9% | -10.0% |
| 5Y | +15.6% | +52.7% | -37.1% | -0.1% |
| All | +15.6% | +52.4% | -36.8% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling