+1,205.2%
VST vs MDLZ
+91.9%
+1,113.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | -17.1% | +10.0% | -27.0% | -19.5% |
| 3M | -4.6% | +7.1% | -11.6% | -6.8% |
| 6M | -9.1% | +9.8% | -18.9% | -12.6% |
| YTD | -16.6% | +26.6% | -43.3% | -24.1% |
| 1Y | -29.5% | +20.3% | -49.8% | -34.7% |
| 3Y | +297.5% | +5.4% | +292.1% | +271.3% |
| 5Y | +654.5% | +22.2% | +632.3% | +535.3% |
| 10Y | +1,205.2% | +92.2% | +1,113.1% | +817.3% |
| All | +1,205.2% | +91.9% | +1,113.3% | +817.3% |
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