+379.7%
VRT vs MDLZ
+7.0%
+372.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -2.6% |
| 7D | +10.5% | +2.3% | +8.2% | +12.2% |
| 30D | -9.3% | +7.9% | -17.3% | -3.6% |
| 3M | -29.6% | +7.3% | -36.8% | -25.1% |
| 6M | -45.4% | +11.7% | -57.0% | -39.2% |
| YTD | +24.8% | +28.7% | -3.9% | +48.4% |
| 1Y | +23.6% | +22.8% | +0.8% | +43.6% |
| 3Y | +379.7% | +6.6% | +373.1% | +425.8% |
| All | +379.7% | +7.0% | +372.7% | +425.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling