+87.9%
MDLZ vs VGT
+797.7%
-709.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | 0.0% | +5.3% | -5.2% | -2.1% |
| 6M | +9.1% | +32.4% | -23.3% | -1.0% |
| YTD | +17.9% | +28.6% | -10.6% | +7.7% |
| 1Y | +3.2% | +37.6% | -34.4% | -8.2% |
| 3Y | -2.5% | +125.5% | -128.0% | -30.8% |
| 5Y | +17.6% | +135.2% | -117.6% | -20.3% |
| 10Y | +87.9% | +812.9% | -724.9% | -49.2% |
| All | +87.9% | +797.7% | -709.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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