+508.6%
MDLZ vs VRSN
+546.2%
-37.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +7.9% | +3.8% | +4.2% | +7.4% |
| 3M | +8.9% | +9.5% | -0.6% | +7.6% |
| 6M | +10.5% | +10.3% | +0.2% | +8.9% |
| YTD | +27.1% | +30.5% | -3.3% | +22.5% |
| 1Y | +20.9% | +27.9% | -7.0% | +16.8% |
| 3Y | +5.5% | +54.3% | -48.8% | -0.8% |
| 5Y | +22.2% | +37.2% | -14.9% | +15.8% |
| 10Y | +106.1% | +293.1% | -186.9% | +75.7% |
| All | +508.6% | +546.2% | -37.6% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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