+1,164.9%
VST vs MDLZ
+108.1%
+1,056.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +6.6% | +2.3% | +4.3% | +6.0% |
| 30D | -12.4% | +7.9% | -20.3% | -14.5% |
| 3M | -9.0% | +7.3% | -16.2% | -11.2% |
| 6M | -6.4% | +11.7% | -18.1% | -10.5% |
| YTD | -17.2% | +28.7% | -45.9% | -25.0% |
| 1Y | -22.0% | +22.8% | -44.8% | -28.2% |
| 3Y | +296.7% | +6.6% | +290.1% | +269.5% |
| 5Y | +637.6% | +23.2% | +614.4% | +519.5% |
| All | +1,164.9% | +108.1% | +1,056.7% | +801.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling