+416.7%
MDLZ vs VUG
+1,251.8%
-835.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | -0.3% | -1.8% | -2.0% |
| 3M | +1.3% | -0.7% | +2.0% | +1.0% |
| 6M | +6.2% | +14.6% | -8.4% | -1.8% |
| YTD | +15.8% | +9.0% | +6.8% | +9.5% |
| 1Y | +4.1% | +14.9% | -10.7% | -4.4% |
| 3Y | -4.1% | +86.0% | -90.1% | -34.6% |
| 5Y | +13.4% | +76.7% | -63.3% | -22.8% |
| 10Y | +75.7% | +411.3% | -335.6% | -39.9% |
| All | +416.7% | +1,251.8% | -835.1% | -1.5% |
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