+17.6%
MDLZ vs VSXY
+19.3%
-1.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.4% |
| 7D | 0.0% | -10.7% | +10.7% | +0.3% |
| 30D | +1.4% | -24.3% | +25.7% | +2.2% |
| 3M | 0.0% | +1.0% | -1.0% | -0.1% |
| 6M | +9.1% | +57.4% | -48.2% | +7.1% |
| YTD | +17.9% | +39.8% | -21.8% | +16.0% |
| 1Y | +3.2% | +196.5% | -193.3% | -1.7% |
| 3Y | -2.5% | +357.2% | -359.7% | -12.6% |
| 5Y | +17.6% | +18.9% | -1.3% | +14.9% |
| All | +17.6% | +19.3% | -1.7% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling