+91.8%
MDLZ vs ESTC
+24.6%
+67.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | +2.2% | -3.6% | +5.7% | +2.3% |
| 30D | +10.1% | -11.2% | +21.3% | +10.5% |
| 3M | +9.1% | +14.3% | -5.2% | +8.3% |
| 6M | +10.0% | +67.0% | -57.0% | +7.5% |
| YTD | +26.8% | +15.7% | +11.2% | +25.5% |
| 1Y | +22.5% | -6.3% | +28.8% | +22.3% |
| 3Y | +5.3% | +14.5% | -9.2% | +1.7% |
| 5Y | +21.4% | -49.9% | +71.3% | +22.6% |
| All | +91.8% | +24.6% | +67.1% | +59.0% |
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