+4.1%
MDLZ vs ELAN
+25.6%
-21.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +1.9% | -5.4% | +7.3% | +2.4% |
| 30D | +0.4% | +4.7% | -4.3% | -0.1% |
| 3M | -0.6% | -3.7% | +3.0% | -0.4% |
| 6M | +14.7% | -1.2% | +15.9% | +14.1% |
| YTD | +18.0% | +2.4% | +15.6% | +16.9% |
| 1Y | +4.1% | +23.4% | -19.3% | -1.0% |
| All | +4.1% | +25.6% | -21.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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