+453.6%
MDLZ vs VIG
+650.0%
-196.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +2.2% | +1.0% | +1.2% | +1.4% |
| 30D | +10.1% | +4.5% | +5.6% | +6.5% |
| 3M | +9.1% | +2.1% | +7.0% | +7.3% |
| 6M | +10.0% | +10.5% | -0.5% | +1.8% |
| YTD | +26.8% | +15.1% | +11.8% | +13.6% |
| 1Y | +22.5% | +16.9% | +5.6% | +8.4% |
| 3Y | +5.3% | +65.6% | -60.3% | -29.7% |
| 5Y | +21.4% | +64.4% | -42.9% | -19.0% |
| 10Y | +102.0% | +260.6% | -158.6% | -27.1% |
| All | +453.6% | +650.0% | -196.4% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling