+79.1%
MDLZ vs ELF
+357.0%
-277.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.7% | +5.4% | -7.1% | -2.0% |
| 30D | -2.1% | +27.0% | -29.1% | -3.5% |
| 3M | +1.3% | +113.2% | -111.9% | -3.3% |
| 6M | +6.2% | +36.6% | -30.4% | +3.8% |
| YTD | +15.8% | +44.2% | -28.4% | +12.5% |
| 1Y | +4.1% | -18.0% | +22.1% | +4.0% |
| 3Y | -4.1% | -19.9% | +15.8% | -7.3% |
| 5Y | +13.4% | +257.7% | -244.3% | -8.1% |
| All | +79.1% | +357.0% | -277.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling