+5.0%
MDLZ vs Z
-20.9%
+25.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -0.4% | -4.9% | +4.5% | -0.2% |
| 30D | +8.2% | +3.0% | +5.3% | +8.2% |
| 3M | +8.0% | -13.4% | +21.4% | +8.5% |
| 6M | +9.7% | -27.3% | +37.1% | +10.4% |
| YTD | +26.9% | -57.8% | +84.7% | +29.4% |
| 1Y | +20.9% | -60.0% | +80.9% | +23.5% |
| All | +5.0% | -20.9% | +25.9% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling