+79.0%
MDLZ vs Z
-7.0%
+85.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +1.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.2% |
| 30D | -1.6% | -3.7% | +2.2% | -1.4% |
| 3M | +0.9% | -7.0% | +7.9% | +1.2% |
| 6M | +7.3% | -29.5% | +36.9% | +9.3% |
| YTD | +16.4% | -52.6% | +69.0% | +21.4% |
| 1Y | +3.0% | -64.0% | +67.0% | +9.2% |
| 3Y | -3.7% | -36.4% | +32.7% | -3.3% |
| 5Y | +15.6% | -65.8% | +81.4% | +18.2% |
| 10Y | +79.0% | -5.8% | +84.8% | +56.3% |
| All | +79.0% | -7.0% | +85.9% | +56.3% |
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