+502.4%
MDLZ vs VSAT
+221.4%
+281.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -1.8% |
| 7D | +1.7% | -17.0% | +18.6% | +2.9% |
| 30D | +11.2% | -9.8% | +20.9% | +11.5% |
| 3M | +6.1% | -22.0% | +28.1% | +7.5% |
| 6M | +8.6% | -5.0% | +13.5% | +6.9% |
| YTD | +25.8% | +85.6% | -59.7% | +15.9% |
| 1Y | +21.7% | +80.2% | -58.5% | +12.0% |
| 3Y | +5.8% | +250.0% | -244.2% | -15.2% |
| 5Y | +21.4% | -4.6% | +26.0% | +8.3% |
| 10Y | +97.2% | -7.2% | +104.5% | +67.2% |
| All | +502.4% | +221.4% | +281.0% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling