+13.8%
VRT vs MDLZ
+22.7%
-8.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.5% | -16.4% | -9.6% |
| 7D | -15.4% | +8.9% | -24.3% | -7.8% |
| 30D | -19.0% | +15.2% | -34.2% | -7.2% |
| 3M | -23.8% | +9.5% | -33.3% | -16.0% |
| 6M | -37.9% | +11.7% | -49.5% | -28.7% |
| YTD | +27.0% | +28.4% | -1.5% | +54.8% |
| 1Y | +13.8% | +24.4% | -10.6% | +36.5% |
| All | +13.8% | +22.7% | -8.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 1y: compounded portfolio wealth divided by compounded MDLZ 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…
1y analysis · Full analysis span regression · 6 months rolling