+454.2%
MDLZ vs VRSN
+500.9%
-46.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | +1.3% | -0.3% | +1.6% | +1.3% |
| 6M | +6.2% | +23.0% | -16.8% | +3.3% |
| YTD | +15.8% | +21.3% | -5.6% | +12.7% |
| 1Y | +4.1% | +6.7% | -2.6% | +2.9% |
| 3Y | -4.1% | +45.0% | -49.0% | -9.2% |
| 5Y | +13.4% | +35.0% | -21.7% | +7.6% |
| 10Y | +75.7% | +276.3% | -200.6% | +50.8% |
| All | +454.2% | +500.9% | -46.7% | +317.0% |
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