+22.2%
MDLZ vs ELF
+266.1%
-244.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.4% |
| 7D | +1.7% | +4.0% | -2.3% | +1.6% |
| 30D | +11.2% | +10.6% | +0.6% | +10.9% |
| 3M | +6.1% | +25.8% | -19.7% | +5.4% |
| 6M | +8.6% | +89.1% | -80.5% | +6.5% |
| YTD | +25.8% | +52.7% | -26.9% | +23.9% |
| 1Y | +21.7% | +51.7% | -30.1% | +19.7% |
| 3Y | +5.8% | +14.2% | -8.4% | -0.5% |
| All | +22.2% | +266.1% | -244.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling