+461.5%
MDLZ vs VUG
+1,157.1%
-695.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +1.7% | -3.4% | +5.1% | +3.2% |
| 30D | +11.2% | -11.1% | +22.3% | +17.2% |
| 3M | +6.1% | -7.2% | +13.4% | +9.5% |
| 6M | +8.6% | -4.1% | +12.7% | +9.4% |
| YTD | +25.8% | +1.4% | +24.5% | +22.7% |
| 1Y | +21.7% | +1.9% | +19.8% | +18.1% |
| 3Y | +5.8% | +77.7% | -71.9% | -26.7% |
| 5Y | +21.4% | +57.6% | -36.2% | -12.5% |
| 10Y | +97.2% | +398.6% | -301.4% | -32.6% |
| All | +461.5% | +1,157.1% | -695.5% | +10.3% |
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