-4.6%
MDLZ vs ELAN
+99.1%
-103.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +1.9% | -5.4% | +7.3% | +2.2% |
| 30D | +0.4% | +4.7% | -4.3% | +0.1% |
| 3M | -0.6% | -3.7% | +3.0% | -0.5% |
| 6M | +14.7% | -1.2% | +15.9% | +14.4% |
| YTD | +18.0% | +2.4% | +15.6% | +17.5% |
| 1Y | +4.1% | +23.4% | -19.3% | +2.7% |
| 3Y | -4.6% | +96.7% | -101.3% | -4.9% |
| All | -4.6% | +99.1% | -103.6% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling