+1,002.6%
VST vs MDLZ
+93.9%
+908.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.7% | +10.8% |
| 7D | -9.8% | +1.7% | -11.5% | -10.4% |
| 30D | -25.1% | +11.2% | -36.3% | -27.6% |
| 3M | -11.6% | +6.1% | -17.7% | -13.5% |
| 6M | -20.9% | +8.6% | -29.5% | -23.7% |
| YTD | -22.3% | +25.8% | -48.1% | -29.1% |
| 1Y | -32.0% | +21.7% | -53.7% | -37.2% |
| 3Y | +262.4% | +5.8% | +256.6% | +237.4% |
| 5Y | +563.4% | +21.4% | +542.0% | +461.6% |
| 10Y | +1,120.7% | +97.2% | +1,023.5% | +772.1% |
| All | +1,002.6% | +93.9% | +908.7% | +686.0% |
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 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