+389.8%
MDLZ vs VEU
+192.1%
+197.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.7% | +1.1% | -2.9% | -2.3% |
| 30D | -2.1% | +2.2% | -4.3% | -3.2% |
| 3M | +1.3% | +3.0% | -1.7% | -0.7% |
| 6M | +6.2% | +10.9% | -4.7% | 0.0% |
| YTD | +15.8% | +18.2% | -2.4% | +5.5% |
| 1Y | +4.1% | +28.3% | -24.2% | -9.1% |
| 3Y | -4.1% | +74.6% | -78.7% | -29.1% |
| 5Y | +13.4% | +56.4% | -43.0% | -12.1% |
| 10Y | +75.7% | +153.0% | -77.3% | +5.9% |
| All | +389.8% | +192.1% | +197.7% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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