+454.2%
MDLZ vs VSAT
+278.5%
+175.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.7% |
| 7D | -1.7% | +11.8% | -13.5% | -2.6% |
| 30D | -2.1% | -7.0% | +4.9% | -1.7% |
| 3M | +1.3% | +3.3% | -2.0% | -0.1% |
| 6M | +6.2% | +57.4% | -51.2% | +0.4% |
| YTD | +15.8% | +118.6% | -102.8% | +5.9% |
| 1Y | +4.1% | +150.2% | -146.1% | -6.7% |
| 3Y | -4.1% | +160.7% | -164.8% | -19.8% |
| 5Y | +13.4% | +51.2% | -37.8% | -3.5% |
| 10Y | +75.7% | -0.7% | +76.4% | +49.7% |
| All | +454.2% | +278.5% | +175.8% | +280.1% |
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