+79.0%
MDLZ vs VSAT
+3.3%
+75.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | +0.4% |
| 7D | 0.0% | +17.3% | -17.3% | -0.8% |
| 30D | -1.6% | -3.3% | +1.7% | -1.5% |
| 3M | +0.9% | +18.7% | -17.9% | -0.8% |
| 6M | +7.3% | +77.6% | -70.2% | +2.6% |
| YTD | +16.4% | +125.6% | -109.2% | +9.4% |
| 1Y | +3.0% | +158.3% | -155.3% | -4.6% |
| 3Y | -3.7% | +226.1% | -229.9% | -16.1% |
| 5Y | +15.6% | +54.7% | -39.0% | +5.0% |
| 10Y | +79.0% | +3.5% | +75.4% | +60.6% |
| All | +79.0% | +3.3% | +75.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 10y: compounded portfolio wealth divided by compounded VSAT 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…
10y analysis · Full analysis span regression · 6 months rolling