+90.0%
MDLZ vs VT
+215.5%
-125.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.7% | -2.3% | +4.0% | +3.0% |
| 30D | +11.2% | -5.0% | +16.1% | +14.2% |
| 3M | +6.1% | -4.9% | +11.0% | +8.9% |
| 6M | +8.6% | -1.5% | +10.1% | +8.5% |
| YTD | +25.8% | +8.5% | +17.4% | +18.4% |
| 1Y | +21.7% | +11.4% | +10.3% | +12.5% |
| 3Y | +5.8% | +70.1% | -64.3% | -27.1% |
| 5Y | +21.4% | +53.7% | -32.3% | -11.1% |
| All | +90.0% | +215.5% | -125.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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