+21.5%
MDLZ vs VSXY
+93.0%
-71.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +2.3% | -1.7% | +4.0% | +2.3% |
| 30D | +7.9% | +20.1% | -12.2% | +7.4% |
| 3M | +7.3% | +16.6% | -9.3% | +6.7% |
| 6M | +11.7% | +134.9% | -123.3% | +8.5% |
| YTD | +28.7% | +96.0% | -67.2% | +25.4% |
| 1Y | +22.8% | +203.8% | -181.0% | +17.6% |
| 3Y | +6.6% | +465.3% | -458.7% | -3.4% |
| 5Y | +23.2% | +106.3% | -83.1% | +18.0% |
| All | +21.5% | +93.0% | -71.5% | +16.1% |
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