+405.3%
MDLZ vs VIG
+623.5%
-218.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.4% |
| 30D | -2.1% | -1.0% | -1.1% | -1.4% |
| 3M | +1.3% | +2.8% | -1.4% | -0.9% |
| 6M | +6.2% | +8.2% | -2.0% | -0.1% |
| YTD | +15.8% | +11.0% | +4.8% | +6.6% |
| 1Y | +4.1% | +16.1% | -12.0% | -7.4% |
| 3Y | -4.1% | +56.2% | -60.2% | -33.0% |
| 5Y | +13.4% | +63.0% | -49.6% | -24.0% |
| 10Y | +75.7% | +241.4% | -165.7% | -33.9% |
| All | +405.3% | +623.5% | -218.2% | +15.2% |
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