+22.2%
MDLZ vs VSXY
+119.9%
-97.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | +7.9% | +24.0% | -16.1% | +7.3% |
| 3M | +8.9% | +16.7% | -7.8% | +8.3% |
| 6M | +10.5% | +138.6% | -128.1% | +7.2% |
| YTD | +27.1% | +102.8% | -75.7% | +23.7% |
| 1Y | +20.9% | +214.2% | -193.2% | +15.6% |
| 3Y | +5.5% | +461.4% | -455.8% | -4.9% |
| 5Y | +22.2% | +118.3% | -96.0% | +18.3% |
| All | +22.2% | +119.9% | -97.7% | +18.3% |
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