+79.0%
MDLZ vs VUG
+408.5%
-329.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | 0.0% | +0.9% | -0.8% | -0.3% |
| 30D | -1.6% | -1.4% | -0.1% | -1.1% |
| 3M | +0.9% | +2.3% | -1.4% | -0.4% |
| 6M | +7.3% | +15.7% | -8.3% | +0.6% |
| YTD | +16.4% | +8.6% | +7.8% | +11.8% |
| 1Y | +3.0% | +14.1% | -11.1% | -3.4% |
| 3Y | -3.7% | +87.9% | -91.6% | -30.7% |
| 5Y | +15.6% | +76.3% | -60.7% | -15.6% |
| 10Y | +79.0% | +409.7% | -330.7% | -46.6% |
| All | +79.0% | +408.5% | -329.6% | -46.6% |
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