-20.9%
VST vs MDLZ
+9.3%
-30.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.7% | +9.4% |
| 7D | -9.8% | +1.7% | -11.5% | -7.9% |
| 30D | -25.1% | +11.2% | -36.3% | -17.8% |
| 3M | -11.6% | +6.1% | -17.7% | -6.6% |
| 6M | -20.9% | +8.6% | -29.5% | -14.9% |
| All | -20.9% | +9.3% | -30.2% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling