+9.3%
MDLZ vs VSXY
+37.4%
-28.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | -1.7% | -14.0% | +12.3% | -1.3% |
| 30D | -2.1% | -15.9% | +13.8% | -1.7% |
| 3M | +1.3% | +3.4% | -2.1% | +1.1% |
| 6M | +6.2% | +25.9% | -19.7% | +5.0% |
| YTD | +15.8% | +39.5% | -23.7% | +14.0% |
| 1Y | +4.1% | +194.4% | -190.2% | -0.5% |
| 3Y | -4.1% | +281.4% | -285.5% | -12.1% |
| 5Y | +13.4% | +12.8% | +0.6% | +10.2% |
| All | +9.3% | +37.4% | -28.1% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling