+2,486.9%
VRT vs MDLZ
+78.3%
+2,408.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | +1.9% | -10.3% | -8.7% |
| 30D | -10.9% | +0.4% | -11.3% | -11.0% |
| 3M | -13.7% | -0.6% | -13.1% | -14.1% |
| 6M | -4.1% | +14.7% | -18.9% | -8.6% |
| YTD | +58.7% | +18.0% | +40.8% | +49.4% |
| 1Y | +89.6% | +4.1% | +85.5% | +84.8% |
| 3Y | +558.1% | -4.6% | +562.7% | +539.4% |
| 5Y | +953.0% | +18.4% | +934.6% | +805.4% |
| All | +2,486.9% | +78.3% | +2,408.5% | +1,934.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling