-24.1%
VST vs MDLZ
+20.7%
-44.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.7% |
| 7D | +19.2% | -0.4% | +19.5% | +19.0% |
| 30D | -17.2% | +8.2% | -25.4% | -14.0% |
| 3M | -8.1% | +8.0% | -16.1% | -4.8% |
| 6M | -8.1% | +9.7% | -17.9% | -3.8% |
| YTD | -16.3% | +26.9% | -43.1% | -15.2% |
| 1Y | -24.1% | +20.9% | -45.0% | -22.2% |
| All | -24.1% | +20.7% | -44.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling