+102.0%
MDLZ vs VXUS
+140.9%
-38.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.5% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | +10.1% | -2.5% | +12.7% | +11.4% |
| 3M | +9.1% | -4.6% | +13.7% | +11.5% |
| 6M | +10.0% | -2.6% | +12.6% | +10.4% |
| YTD | +26.8% | +10.4% | +16.5% | +18.1% |
| 1Y | +22.5% | +12.9% | +9.6% | +12.6% |
| 3Y | +5.3% | +68.4% | -63.1% | -24.9% |
| 5Y | +21.4% | +47.7% | -26.2% | -6.5% |
| 10Y | +102.0% | +142.2% | -40.2% | +2.0% |
| All | +102.0% | +140.9% | -38.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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