+17.6%
MDLZ vs VTV
+80.1%
-62.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | 0.0% | -0.7% | +0.6% | +0.3% |
| 30D | +1.4% | -0.5% | +1.9% | +1.7% |
| 3M | 0.0% | +5.3% | -5.3% | -3.2% |
| 6M | +9.1% | +12.9% | -3.7% | +1.1% |
| YTD | +17.9% | +18.5% | -0.5% | +5.8% |
| 1Y | +3.2% | +25.3% | -22.1% | -10.6% |
| 3Y | -2.5% | +68.2% | -70.7% | -31.9% |
| 5Y | +17.6% | +80.6% | -63.1% | -22.2% |
| All | +17.6% | +80.1% | -62.6% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling