+87.9%
MDLZ vs ELV
+257.3%
-169.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | 0.0% | -6.1% | +6.1% | +1.0% |
| 6M | +9.1% | +42.8% | -33.7% | -0.1% |
| YTD | +17.9% | +14.4% | +3.6% | +12.9% |
| 1Y | +3.2% | +28.6% | -25.4% | -4.3% |
| 3Y | -2.5% | -7.4% | +4.9% | -3.9% |
| 5Y | +17.6% | +14.5% | +3.1% | +7.2% |
| 10Y | +87.9% | +257.4% | -169.5% | +32.9% |
| All | +87.9% | +257.3% | -169.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling