+454.2%
MDLZ vs VSH
+137.7%
+316.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.8% |
| 7D | -1.7% | +4.1% | -5.8% | -2.2% |
| 30D | -2.1% | -4.2% | +2.1% | -1.8% |
| 3M | +1.3% | -50.0% | +51.3% | +8.8% |
| 6M | +6.2% | +80.2% | -74.0% | -5.4% |
| YTD | +15.8% | +121.1% | -105.3% | -0.2% |
| 1Y | +4.1% | +112.0% | -107.9% | -10.2% |
| 3Y | -4.1% | +22.5% | -26.6% | -13.0% |
| 5Y | +13.4% | +64.0% | -50.7% | -3.0% |
| 10Y | +75.7% | +170.4% | -94.6% | +34.5% |
| All | +454.2% | +137.7% | +316.6% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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