+79.0%
MDLZ vs EL
+31.4%
+47.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.3% |
| 30D | -1.6% | +15.5% | -17.1% | -4.4% |
| 3M | +0.9% | +20.6% | -19.7% | -2.9% |
| 6M | +7.3% | +10.5% | -3.1% | +4.4% |
| YTD | +16.4% | -1.9% | +18.3% | +14.8% |
| 1Y | +3.0% | +16.1% | -13.1% | -2.4% |
| 3Y | -3.7% | -30.2% | +26.5% | -1.4% |
| 5Y | +15.6% | -67.4% | +83.0% | +43.4% |
| 10Y | +79.0% | +31.2% | +47.7% | +36.5% |
| All | +79.0% | +31.4% | +47.6% | +36.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling