+516.3%
MDLZ vs VTR
+2,647.1%
-2,130.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +7.9% | +5.5% | +2.5% | +6.8% |
| 3M | +7.3% | -0.9% | +8.2% | +7.4% |
| 6M | +11.7% | -0.4% | +12.1% | +11.6% |
| YTD | +28.7% | +17.0% | +11.7% | +24.6% |
| 1Y | +22.8% | +18.0% | +4.8% | +18.6% |
| 3Y | +6.6% | +127.4% | -120.8% | -9.8% |
| 5Y | +23.2% | +92.3% | -69.1% | +6.4% |
| 10Y | +108.7% | +129.6% | -20.9% | +63.2% |
| All | +516.3% | +2,647.1% | -2,130.8% | +257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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