+81.8%
MDLZ vs VYM
+207.1%
-125.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +1.7% | -1.9% | +3.5% | +3.0% |
| 30D | +1.1% | -2.6% | +3.7% | +3.1% |
| 3M | -1.8% | +3.6% | -5.4% | -4.4% |
| 6M | +12.3% | +8.7% | +3.6% | +5.5% |
| YTD | +18.0% | +14.1% | +3.9% | +6.9% |
| 1Y | +3.8% | +17.8% | -14.0% | -8.3% |
| 3Y | -2.4% | +64.5% | -66.9% | -34.1% |
| 5Y | +18.4% | +77.5% | -59.1% | -25.2% |
| All | +81.8% | +207.1% | -125.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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