-4.6%
MDLZ vs VTV
+67.6%
-72.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | 0.0% | -0.7% | +0.6% | +0.2% |
| 30D | +1.4% | -0.5% | +1.9% | +1.7% |
| 3M | 0.0% | +5.3% | -5.3% | -2.5% |
| 6M | +9.1% | +12.9% | -3.7% | +2.8% |
| YTD | +17.9% | +18.5% | -0.5% | +8.4% |
| 1Y | +3.2% | +25.3% | -22.1% | -7.6% |
| All | -4.6% | +67.6% | -72.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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