+465.1%
MDLZ vs VUG
+1,192.0%
-726.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -0.7% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | +10.0% | -8.2% | +18.2% | +14.1% |
| 3M | +7.1% | -5.4% | +12.5% | +9.4% |
| 6M | +9.8% | -2.5% | +12.4% | +9.8% |
| YTD | +26.6% | +4.2% | +22.5% | +21.8% |
| 1Y | +20.3% | +5.0% | +15.3% | +15.1% |
| 3Y | +5.4% | +81.7% | -76.3% | -27.7% |
| 5Y | +22.2% | +62.5% | -40.3% | -13.2% |
| 10Y | +92.2% | +396.3% | -304.2% | -33.9% |
| All | +465.1% | +1,192.0% | -726.8% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling