+92.2%
MDLZ vs VTEB
+26.6%
+65.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -0.2% | +0.3% | +0.2% |
| 30D | -1.6% | -1.6% | 0.0% | -0.4% |
| 3M | +0.9% | -2.0% | +2.9% | +2.4% |
| 6M | +7.3% | -1.7% | +9.0% | +8.7% |
| YTD | +16.4% | -0.6% | +17.0% | +17.0% |
| 1Y | +3.0% | +1.8% | +1.1% | +1.6% |
| 3Y | -3.7% | +9.6% | -13.3% | -9.9% |
| 5Y | +15.6% | +2.1% | +13.6% | +13.5% |
| 10Y | +79.0% | +18.9% | +60.0% | +75.3% |
| All | +92.2% | +26.6% | +65.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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