+1,238.2%
VST vs MDLZ
+79.4%
+1,158.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +9.9% | 0.0% | +9.8% | +9.9% |
| 30D | +7.9% | -1.6% | +9.5% | +8.3% |
| 3M | +3.4% | +0.9% | +2.5% | +2.4% |
| 6M | -4.1% | +7.3% | -11.4% | -7.3% |
| YTD | -5.7% | +16.4% | -22.1% | -11.7% |
| 1Y | -18.9% | +3.0% | -21.8% | -20.9% |
| 3Y | +359.1% | -3.7% | +362.8% | +341.3% |
| 5Y | +766.9% | +15.6% | +751.3% | +641.0% |
| All | +1,238.2% | +79.4% | +1,158.8% | +879.0% |
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