+654.4%
VRT vs MDLZ
+23.2%
+631.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.4% |
| 7D | +10.5% | +2.3% | +8.2% | +10.9% |
| 30D | -9.3% | +7.9% | -17.3% | -8.2% |
| 3M | -29.6% | +7.3% | -36.8% | -28.7% |
| 6M | -45.4% | +11.7% | -57.0% | -44.5% |
| YTD | +24.8% | +28.7% | -3.9% | +24.5% |
| 1Y | +23.6% | +22.8% | +0.8% | +24.1% |
| 3Y | +379.7% | +6.6% | +373.1% | +376.3% |
| All | +654.4% | +23.2% | +631.2% | +527.6% |
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