+2,723.0%
VRT vs MDLZ
+75.0%
+2,648.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.4% |
| 7D | +9.1% | -1.7% | +10.9% | +9.4% |
| 30D | +0.9% | -2.1% | +3.0% | +1.2% |
| 3M | -13.4% | +1.3% | -14.7% | -14.5% |
| 6M | +11.7% | +6.2% | +5.5% | +8.5% |
| YTD | +73.2% | +15.8% | +57.4% | +63.6% |
| 1Y | +123.4% | +4.1% | +119.3% | +117.1% |
| 3Y | +606.2% | -4.1% | +610.3% | +578.9% |
| 5Y | +899.9% | +13.4% | +886.5% | +772.1% |
| All | +2,723.0% | +75.0% | +2,648.0% | +2,127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling