+92.2%
MDLZ vs Z
-11.7%
+103.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +0.4% |
| 7D | +0.1% | -5.2% | +5.3% | +0.4% |
| 30D | +10.0% | +5.7% | +4.3% | +9.5% |
| 3M | +7.1% | -8.7% | +15.8% | +7.5% |
| 6M | +9.8% | -26.0% | +35.8% | +11.5% |
| YTD | +26.6% | -55.0% | +81.7% | +32.3% |
| 1Y | +20.3% | -58.0% | +78.3% | +26.2% |
| 3Y | +5.4% | -15.2% | +20.6% | +3.6% |
| 5Y | +22.2% | -53.8% | +76.0% | +22.5% |
| 10Y | +92.2% | -14.5% | +106.7% | +69.5% |
| All | +92.2% | -11.7% | +103.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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