-4.5%
MDLZ vs VUG
+90.1%
-94.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | -0.3% | -1.8% | -2.1% |
| 3M | +1.3% | -0.7% | +2.0% | +1.6% |
| 6M | +6.2% | +14.6% | -8.4% | +6.7% |
| YTD | +15.8% | +9.0% | +6.8% | +16.3% |
| 1Y | +4.1% | +14.9% | -10.7% | +4.5% |
| All | -4.5% | +90.1% | -94.6% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling