+87.9%
MDLZ vs ZBH
-18.0%
+105.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | 0.0% | -4.9% | +4.9% | +1.1% |
| 30D | +1.4% | -3.2% | +4.7% | +2.2% |
| 3M | 0.0% | +5.8% | -5.8% | -1.4% |
| 6M | +9.1% | +2.0% | +7.2% | +8.1% |
| YTD | +17.9% | +5.8% | +12.2% | +15.6% |
| 1Y | +3.2% | -7.9% | +11.2% | +4.2% |
| 3Y | -2.5% | -19.4% | +16.9% | +0.5% |
| 5Y | +17.6% | -29.5% | +47.1% | +23.6% |
| 10Y | +87.9% | -15.5% | +103.5% | +76.5% |
| All | +87.9% | -18.0% | +105.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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