+19.8%
MDLZ vs VSXY
+90.2%
-70.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | +8.2% | +17.8% | -9.6% | +7.7% |
| 3M | +8.0% | +12.5% | -4.5% | +7.5% |
| 6M | +9.7% | +124.7% | -115.0% | +6.7% |
| YTD | +26.9% | +93.2% | -66.3% | +23.7% |
| 1Y | +20.9% | +195.6% | -174.7% | +15.9% |
| 3Y | +5.3% | +434.6% | -429.3% | -4.2% |
| 5Y | +21.4% | +103.3% | -81.9% | +16.4% |
| All | +19.8% | +90.2% | -70.5% | +14.5% |
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