-4.6%
MDLZ vs VTRS
+84.5%
-89.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.9% | -2.2% | +4.1% | +2.2% |
| 30D | +0.4% | +3.3% | -2.9% | -0.1% |
| 3M | -0.6% | +2.0% | -2.6% | -1.0% |
| 6M | +14.7% | +19.9% | -5.2% | +11.5% |
| YTD | +18.0% | +35.7% | -17.8% | +12.4% |
| 1Y | +4.1% | +68.1% | -64.0% | -4.0% |
| 3Y | -4.6% | +87.1% | -91.7% | -16.5% |
| All | -4.6% | +84.5% | -89.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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