+94.7%
MDLZ vs ESTC
+25.9%
+68.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +2.3% | +2.4% | -0.1% | +2.2% |
| 30D | +7.9% | -4.2% | +12.2% | +8.0% |
| 3M | +7.3% | +2.5% | +4.8% | +6.9% |
| 6M | +11.7% | +81.5% | -69.8% | +8.8% |
| YTD | +28.7% | +16.8% | +11.9% | +27.4% |
| 1Y | +22.8% | -3.5% | +26.2% | +22.4% |
| 3Y | +6.6% | +17.7% | -11.1% | +2.8% |
| 5Y | +23.2% | -51.7% | +74.9% | +24.9% |
| All | +94.7% | +25.9% | +68.7% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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