-4.6%
MDLZ vs VRSK
-26.5%
+21.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.9% | -5.2% | +7.1% | +3.2% |
| 30D | +0.4% | -2.3% | +2.7% | +0.8% |
| 3M | -0.6% | -2.9% | +2.3% | 0.0% |
| 6M | +14.7% | -12.8% | +27.5% | +18.5% |
| YTD | +18.0% | -20.8% | +38.8% | +25.0% |
| 1Y | +4.1% | -33.2% | +37.3% | +16.5% |
| 3Y | -4.6% | -26.6% | +22.0% | +4.9% |
| All | -4.6% | -26.5% | +21.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling