+17.6%
MDLZ vs VYM
+76.9%
-59.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | 0.0% | -1.0% | +0.9% | +0.5% |
| 30D | +1.4% | -2.0% | +3.5% | +2.7% |
| 3M | 0.0% | +3.1% | -3.0% | -1.8% |
| 6M | +9.1% | +8.9% | +0.3% | +3.6% |
| YTD | +17.9% | +14.7% | +3.2% | +8.3% |
| 1Y | +3.2% | +19.4% | -16.2% | -7.6% |
| 3Y | -2.5% | +65.4% | -67.9% | -31.0% |
| 5Y | +17.6% | +77.6% | -60.0% | -20.9% |
| All | +17.6% | +76.9% | -59.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling