+471.5%
MDLZ vs ELV
+2,594.5%
-2,123.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +7.9% | +0.4% | +7.6% | +7.9% |
| 3M | +7.3% | +8.4% | -1.1% | +5.4% |
| 6M | +11.7% | +8.4% | +3.3% | +9.3% |
| YTD | +28.7% | +24.4% | +4.4% | +21.4% |
| 1Y | +22.8% | +33.5% | -10.7% | +13.9% |
| 3Y | +6.6% | -2.1% | +8.7% | +3.8% |
| 5Y | +23.2% | +5.8% | +17.4% | +16.7% |
| 10Y | +108.7% | +268.9% | -160.2% | +46.8% |
| All | +471.5% | +2,594.5% | -2,123.0% | +175.2% |
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