+6.6%
MDLZ vs ELF
+24.2%
-17.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.5% |
| 7D | +2.3% | +1.6% | +0.7% | +2.3% |
| 30D | +7.9% | +9.1% | -1.2% | +8.0% |
| 3M | +7.3% | +28.2% | -20.9% | +7.3% |
| 6M | +11.7% | +119.5% | -107.9% | +12.0% |
| YTD | +28.7% | +55.2% | -26.4% | +29.0% |
| 1Y | +22.8% | +58.6% | -35.8% | +23.0% |
| 3Y | +6.6% | +21.3% | -14.7% | +2.7% |
| All | +6.6% | +24.2% | -17.6% | +2.7% |
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