+331.6%
MDLZ vs VXUS
+179.6%
+152.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.3% |
| 30D | -2.1% | +2.2% | -4.3% | -3.3% |
| 3M | +1.3% | +3.0% | -1.6% | -0.9% |
| 6M | +6.2% | +10.7% | -4.5% | -0.6% |
| YTD | +15.8% | +17.8% | -2.1% | +4.5% |
| 1Y | +4.1% | +27.6% | -23.5% | -10.3% |
| 3Y | -4.1% | +73.3% | -77.4% | -31.6% |
| 5Y | +13.4% | +54.3% | -41.0% | -14.2% |
| 10Y | +75.7% | +149.8% | -74.1% | -2.8% |
| All | +331.6% | +179.6% | +152.0% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling