+434.0%
MDLZ vs VRSK
+583.6%
-149.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.7% |
| 7D | 0.0% | -9.7% | +9.7% | +3.8% |
| 30D | -1.6% | -8.5% | +6.9% | +1.5% |
| 3M | +0.9% | -1.7% | +2.6% | +1.1% |
| 6M | +7.3% | -17.9% | +25.2% | +14.5% |
| YTD | +16.4% | -21.1% | +37.6% | +25.5% |
| 1Y | +3.0% | -35.1% | +38.1% | +19.5% |
| 3Y | -3.7% | -26.7% | +23.0% | +5.1% |
| 5Y | +15.6% | -12.0% | +27.6% | +15.0% |
| 10Y | +79.0% | +122.9% | -43.9% | +24.6% |
| All | +434.0% | +583.6% | -149.7% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling