+24.4%
MDLZ vs EL
+25.6%
-1.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +3.0% |
| 7D | +8.9% | +2.5% | +6.4% | +8.6% |
| 30D | +15.2% | +20.1% | -4.9% | +13.5% |
| 3M | +9.5% | +29.3% | -19.8% | +7.2% |
| 6M | +11.7% | +38.8% | -27.1% | +8.9% |
| YTD | +28.4% | +8.1% | +20.3% | +24.1% |
| 1Y | +24.4% | +22.3% | +2.1% | +20.0% |
| All | +24.4% | +25.6% | -1.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling