+463.2%
MDLZ vs ELV
+2,595.8%
-2,132.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +8.2% | +1.1% | +7.1% | +8.0% |
| 3M | +8.0% | +8.2% | -0.2% | +6.1% |
| 6M | +9.7% | +10.2% | -0.5% | +7.0% |
| YTD | +26.9% | +24.4% | +2.4% | +19.7% |
| 1Y | +20.9% | +33.8% | -12.9% | +12.1% |
| 3Y | +5.3% | -1.4% | +6.7% | +2.4% |
| 5Y | +21.4% | +5.8% | +15.6% | +15.0% |
| 10Y | +105.7% | +269.1% | -163.4% | +44.7% |
| All | +463.2% | +2,595.8% | -2,132.6% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling