+297.8%
VTI vs MDLZ
+86.5%
+211.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | -1.4% | +0.4% | -1.9% | -1.7% |
| 3M | +3.6% | -0.6% | +4.2% | +3.3% |
| 6M | +13.6% | +14.7% | -1.1% | +6.1% |
| YTD | +12.9% | +18.0% | -5.1% | +3.5% |
| 1Y | +17.2% | +4.1% | +13.1% | +13.4% |
| 3Y | +75.7% | -4.6% | +80.3% | +73.0% |
| 5Y | +75.4% | +18.4% | +57.1% | +51.3% |
| All | +297.8% | +86.5% | +211.2% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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