+502.4%
MDLZ vs VSH
+74.6%
+427.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.9% |
| 7D | +1.7% | -12.9% | +14.6% | +3.0% |
| 30D | +11.2% | -36.9% | +48.0% | +16.6% |
| 3M | +6.1% | -28.8% | +34.9% | +9.2% |
| 6M | +8.6% | -30.3% | +38.9% | +9.0% |
| YTD | +25.8% | +62.4% | -36.5% | +11.4% |
| 1Y | +21.7% | +62.5% | -40.8% | +7.5% |
| 3Y | +5.8% | +7.4% | -1.6% | -4.0% |
| 5Y | +21.4% | +25.4% | -4.0% | +6.2% |
| 10Y | +97.2% | +102.6% | -5.4% | +54.7% |
| All | +502.4% | +74.6% | +427.8% | +277.7% |
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