+416.7%
MDLZ vs VTV
+721.7%
-305.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.1% |
| 7D | -1.7% | +0.5% | -2.3% | -2.1% |
| 30D | -2.1% | +1.1% | -3.2% | -2.8% |
| 3M | +1.3% | +5.9% | -4.6% | -2.4% |
| 6M | +6.2% | +11.6% | -5.4% | -1.1% |
| YTD | +15.8% | +19.8% | -4.0% | +3.0% |
| 1Y | +4.1% | +26.2% | -22.1% | -10.4% |
| 3Y | -4.1% | +68.5% | -72.6% | -32.0% |
| 5Y | +13.4% | +79.9% | -66.5% | -23.1% |
| 10Y | +75.7% | +229.7% | -153.9% | -19.2% |
| All | +416.7% | +721.7% | -305.0% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling