+502.4%
MDLZ vs VMC
+643.7%
-141.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | +11.2% | +15.8% | -4.6% | +8.1% |
| 3M | +6.1% | +0.6% | +5.6% | +5.9% |
| 6M | +8.6% | -4.0% | +12.6% | +9.0% |
| YTD | +25.8% | -0.3% | +26.2% | +25.3% |
| 1Y | +21.7% | -0.5% | +22.2% | +21.1% |
| 3Y | +5.8% | +39.6% | -33.8% | -2.5% |
| 5Y | +21.4% | +50.1% | -28.6% | +9.1% |
| 10Y | +97.2% | +163.9% | -66.7% | +52.0% |
| All | +502.4% | +643.7% | -141.3% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling