+415.5%
MDLZ vs VNQ
+392.1%
+23.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -1.6% | -2.5% | +1.0% | -0.7% |
| 3M | +0.9% | +1.4% | -0.5% | +0.5% |
| 6M | +7.3% | +4.6% | +2.8% | +5.8% |
| YTD | +16.4% | +10.5% | +5.9% | +12.7% |
| 1Y | +3.0% | +8.4% | -5.4% | +0.3% |
| 3Y | -3.7% | +32.4% | -36.1% | -12.7% |
| 5Y | +15.6% | +5.5% | +10.1% | +12.2% |
| 10Y | +79.0% | +59.1% | +19.9% | +51.4% |
| All | +415.5% | +392.1% | +23.4% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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