+3.8%
MDLZ vs ZBH
-9.5%
+13.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +1.7% | -6.6% | +8.2% | +2.6% |
| 30D | +1.1% | -4.9% | +6.0% | +1.9% |
| 3M | -1.8% | +5.1% | -7.0% | -2.1% |
| 6M | +12.3% | +1.3% | +11.0% | +12.3% |
| YTD | +18.0% | +3.4% | +14.7% | +17.6% |
| 1Y | +3.8% | -8.7% | +12.5% | +4.3% |
| All | +3.8% | -9.5% | +13.3% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling