+1,058.9%
VST vs MDLZ
+95.4%
+963.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -6.0% | +2.2% | -8.2% | -6.7% |
| 30D | -18.8% | +10.1% | -28.9% | -21.2% |
| 3M | -8.0% | +9.1% | -17.1% | -10.6% |
| 6M | -10.9% | +10.0% | -20.9% | -14.3% |
| YTD | -18.3% | +26.8% | -45.2% | -25.6% |
| 1Y | -29.9% | +22.5% | -52.4% | -35.4% |
| 3Y | +290.3% | +5.3% | +285.0% | +265.3% |
| 5Y | +635.3% | +21.4% | +613.8% | +524.0% |
| 10Y | +1,162.4% | +102.0% | +1,060.3% | +801.1% |
| All | +1,058.9% | +95.4% | +963.5% | +724.6% |
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