+15.6%
MDLZ vs ZBH
-30.7%
+46.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.4% |
| 7D | 0.0% | -5.2% | +5.2% | +1.1% |
| 30D | -1.6% | -2.4% | +0.8% | -1.1% |
| 3M | +0.9% | +8.3% | -7.4% | -0.7% |
| 6M | +7.3% | +0.7% | +6.7% | +6.9% |
| YTD | +16.4% | +5.3% | +11.1% | +14.7% |
| 1Y | +3.0% | -9.1% | +12.0% | +4.1% |
| 3Y | -3.7% | -19.7% | +16.0% | -0.8% |
| 5Y | +15.6% | -31.3% | +46.9% | +18.7% |
| All | +15.6% | -30.7% | +46.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling