+3.0%
MDLZ vs ELF
-23.1%
+26.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.5% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | -1.6% | +5.9% | -7.5% | -1.5% |
| 3M | +0.9% | +99.5% | -98.6% | +1.9% |
| 6M | +7.3% | +26.5% | -19.2% | +7.5% |
| YTD | +16.4% | +37.2% | -20.7% | +17.0% |
| 1Y | +3.0% | -24.4% | +27.4% | +1.4% |
| All | +3.0% | -23.1% | +26.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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