+16.5%
MDLZ vs Z
-64.8%
+81.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -1.7% | -3.0% | +1.3% | -1.6% |
| 30D | -2.1% | -4.2% | +2.1% | -2.0% |
| 3M | +1.3% | -3.7% | +5.0% | +1.3% |
| 6M | +6.2% | -24.5% | +30.7% | +7.2% |
| YTD | +15.8% | -49.3% | +65.1% | +18.9% |
| 1Y | +4.1% | -58.7% | +62.8% | +8.0% |
| 3Y | -4.1% | -34.1% | +30.0% | -4.1% |
| All | +16.5% | -64.8% | +81.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling