+402.7%
MDLZ vs VEA
+155.2%
+247.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +2.3% | 0.0% | +1.2% |
| 30D | +7.9% | +0.2% | +7.7% | +7.7% |
| 3M | +7.3% | -5.3% | +12.6% | +9.9% |
| 6M | +11.7% | -0.9% | +12.6% | +11.2% |
| YTD | +28.7% | +12.2% | +16.5% | +19.8% |
| 1Y | +22.8% | +16.1% | +6.7% | +12.3% |
| 3Y | +6.6% | +73.0% | -66.4% | -21.6% |
| 5Y | +23.2% | +53.7% | -30.5% | -4.5% |
| 10Y | +108.7% | +159.3% | -50.6% | +22.4% |
| All | +402.7% | +155.2% | +247.5% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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