+23.6%
VRT vs MDLZ
+22.7%
+1.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -2.3% |
| 7D | +10.5% | +2.3% | +8.2% | +12.8% |
| 30D | -9.3% | +7.9% | -17.3% | -1.7% |
| 3M | -29.6% | +7.3% | -36.8% | -23.7% |
| 6M | -45.4% | +11.7% | -57.0% | -37.4% |
| YTD | +24.8% | +28.7% | -3.9% | +50.3% |
| 1Y | +23.6% | +22.8% | +0.8% | +48.7% |
| All | +23.6% | +22.7% | +1.0% | +48.7% |
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