+916.4%
VRT vs MDLZ
+18.0%
+898.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -7.7% | +1.7% | -9.4% | -7.6% |
| 30D | -12.0% | +1.1% | -13.1% | -11.9% |
| 3M | -11.7% | -1.8% | -9.8% | -11.1% |
| 6M | -8.1% | +12.3% | -20.4% | -9.0% |
| YTD | +53.2% | +18.0% | +35.2% | +50.7% |
| 1Y | +81.7% | +3.8% | +77.9% | +81.7% |
| 3Y | +535.3% | -2.4% | +537.7% | +521.8% |
| 5Y | +916.4% | +18.4% | +898.0% | +724.9% |
| All | +916.4% | +18.0% | +898.3% | +724.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling