+1,216.9%
VST vs MDLZ
+78.4%
+1,138.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | -1.7% | +10.6% | +9.4% |
| 30D | +6.2% | -2.1% | +8.3% | +6.8% |
| 3M | -2.7% | +1.3% | -4.0% | -3.9% |
| 6M | -8.4% | +6.2% | -14.6% | -11.2% |
| YTD | -7.2% | +15.8% | -23.0% | -12.9% |
| 1Y | -20.9% | +4.1% | -25.0% | -23.3% |
| 3Y | +384.0% | -4.1% | +388.1% | +365.5% |
| 5Y | +757.1% | +13.4% | +743.7% | +639.6% |
| All | +1,216.9% | +78.4% | +1,138.5% | +864.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling