+105.0%
MDLZ vs VSAT
-7.1%
+112.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.0% | +12.5% | -13.5% | -1.6% |
| 30D | +7.9% | +11.0% | -3.1% | +7.1% |
| 3M | +8.9% | -11.1% | +20.0% | +9.1% |
| 6M | +10.5% | +2.8% | +7.7% | +9.0% |
| YTD | +27.1% | +118.0% | -90.8% | +19.1% |
| 1Y | +20.9% | +97.1% | -76.2% | +13.8% |
| 3Y | +5.5% | +296.8% | -291.3% | -10.4% |
| 5Y | +22.2% | +38.7% | -16.4% | +12.9% |
| All | +105.0% | -7.1% | +112.0% | +78.0% |
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