-3.9%
MDLZ vs VT
+75.0%
-78.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | +0.4% | -2.2% | -1.8% |
| 30D | -2.1% | +1.0% | -3.1% | -2.2% |
| 3M | +1.3% | +2.4% | -1.1% | +1.1% |
| 6M | +6.2% | +12.0% | -5.8% | +4.0% |
| YTD | +15.8% | +15.3% | +0.5% | +12.7% |
| 1Y | +4.1% | +22.6% | -18.5% | 0.0% |
| All | -3.9% | +75.0% | -78.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling