+15.6%
MDLZ vs VIG
+63.6%
-48.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -1.6% | -2.1% | +0.5% | -0.4% |
| 3M | +0.9% | +3.3% | -2.5% | -1.1% |
| 6M | +7.3% | +9.3% | -1.9% | +1.8% |
| YTD | +16.4% | +10.1% | +6.3% | +9.7% |
| 1Y | +3.0% | +14.7% | -11.8% | -5.4% |
| 3Y | -3.7% | +56.9% | -60.7% | -29.1% |
| 5Y | +15.6% | +62.9% | -47.3% | -17.7% |
| All | +15.6% | +63.6% | -48.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling