+334.1%
MDLZ vs VYM
+492.8%
-158.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -0.5% | -1.6% | -1.7% |
| 3M | +1.3% | +3.0% | -1.7% | -0.9% |
| 6M | +6.2% | +8.2% | -2.0% | +0.4% |
| YTD | +15.8% | +15.8% | 0.0% | +4.3% |
| 1Y | +4.1% | +20.8% | -16.7% | -9.1% |
| 3Y | -4.1% | +65.3% | -69.4% | -33.7% |
| 5Y | +13.4% | +76.6% | -63.2% | -25.5% |
| 10Y | +75.7% | +203.9% | -128.2% | -22.2% |
| All | +334.1% | +492.8% | -158.7% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling