+92.2%
MDLZ vs VUG
+405.9%
-313.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -0.3% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +10.0% | -8.2% | +18.2% | +13.1% |
| 3M | +7.1% | -5.4% | +12.5% | +8.8% |
| 6M | +9.8% | -2.5% | +12.4% | +9.8% |
| YTD | +26.6% | +4.2% | +22.5% | +23.0% |
| 1Y | +20.3% | +5.0% | +15.3% | +16.3% |
| 3Y | +5.4% | +81.7% | -76.3% | -23.2% |
| 5Y | +22.2% | +62.5% | -40.3% | -7.0% |
| 10Y | +92.2% | +396.3% | -304.2% | -42.2% |
| All | +92.2% | +405.9% | -313.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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