+88.6%
MDLZ vs Z
+6.9%
+81.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | +1.7% | -4.6% | +6.2% | +2.0% |
| 30D | +11.2% | +8.3% | +2.9% | +10.4% |
| 3M | +6.1% | -11.6% | +17.7% | +6.8% |
| 6M | +8.6% | -33.6% | +42.2% | +11.3% |
| YTD | +25.8% | -56.7% | +82.5% | +32.6% |
| 1Y | +21.7% | -59.1% | +80.8% | +28.6% |
| 3Y | +5.8% | -20.4% | +26.2% | +4.2% |
| 5Y | +21.4% | -55.3% | +76.7% | +22.2% |
| 10Y | +97.2% | -14.2% | +111.4% | +66.0% |
| All | +88.6% | +6.9% | +81.7% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling