+5.8%
MDLZ vs ELF
+18.9%
-13.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.2% |
| 7D | +1.7% | +4.0% | -2.3% | +1.7% |
| 30D | +11.2% | +10.6% | +0.6% | +11.2% |
| 3M | +6.1% | +25.8% | -19.7% | +6.2% |
| 6M | +8.6% | +89.1% | -80.5% | +8.8% |
| YTD | +25.8% | +52.7% | -26.9% | +26.1% |
| 1Y | +21.7% | +51.7% | -30.1% | +21.9% |
| 3Y | +5.8% | +14.2% | -8.4% | +3.6% |
| All | +5.8% | +18.9% | -13.1% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling