+78.0%
MDLZ vs EL
+34.2%
+43.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.8% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -2.1% | +19.8% | -21.9% | -5.5% |
| 3M | +1.3% | +25.7% | -24.4% | -3.2% |
| 6M | +6.2% | +5.4% | +0.8% | +4.2% |
| YTD | +15.8% | +0.2% | +15.6% | +13.7% |
| 1Y | +4.1% | +20.4% | -16.3% | -1.9% |
| 3Y | -4.1% | -32.1% | +28.0% | -0.8% |
| 5Y | +13.4% | -67.2% | +80.5% | +40.8% |
| All | +78.0% | +34.2% | +43.8% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling