+11.4%
MDLZ vs VSXY
+33.4%
-22.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +1.1% | -22.1% | +23.2% | +1.8% |
| 3M | -1.8% | -1.1% | -0.7% | -1.9% |
| 6M | +12.3% | +53.8% | -41.5% | +10.4% |
| YTD | +18.0% | +35.5% | -17.4% | +16.3% |
| 1Y | +3.8% | +186.0% | -182.2% | -0.8% |
| 3Y | -2.4% | +343.2% | -345.6% | -11.6% |
| 5Y | +18.4% | +19.0% | -0.6% | +15.0% |
| All | +11.4% | +33.4% | -22.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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