+454.2%
MDLZ vs EL
+568.3%
-114.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.9% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -2.1% | +19.8% | -21.9% | -6.1% |
| 3M | +1.3% | +25.7% | -24.4% | -4.0% |
| 6M | +6.2% | +5.4% | +0.8% | +3.7% |
| YTD | +15.8% | +0.2% | +15.6% | +13.3% |
| 1Y | +4.1% | +20.4% | -16.3% | -2.8% |
| 3Y | -4.1% | -32.1% | +28.0% | -2.6% |
| 5Y | +13.4% | -67.2% | +80.5% | +35.0% |
| 10Y | +75.7% | +31.7% | +44.0% | +41.8% |
| All | +454.2% | +568.3% | -114.1% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling