+22.7%
MDLZ vs VG
-49.4%
+72.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +2.2% | -7.7% | +9.9% | +2.1% |
| 30D | +10.1% | -8.8% | +19.0% | +10.0% |
| 3M | +9.1% | -15.6% | +24.7% | +8.9% |
| 6M | +10.0% | +5.2% | +4.8% | +10.1% |
| YTD | +26.8% | +76.9% | -50.1% | +27.9% |
| 1Y | +22.5% | +42.5% | -20.0% | +23.0% |
| All | +22.7% | -49.4% | +72.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling