+518.2%
MDLZ vs ZBH
+314.6%
+203.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | -0.4% | -2.1% | +1.8% | +0.1% |
| 30D | +8.2% | +13.6% | -5.3% | +4.9% |
| 3M | +8.0% | +7.1% | +0.9% | +6.0% |
| 6M | +9.7% | +26.1% | -16.3% | +3.6% |
| YTD | +26.9% | +17.2% | +9.7% | +21.1% |
| 1Y | +20.9% | +17.4% | +3.5% | +15.3% |
| 3Y | +5.3% | +2.0% | +3.3% | +2.3% |
| 5Y | +21.4% | -15.0% | +36.3% | +21.6% |
| 10Y | +105.7% | +19.4% | +86.3% | +83.8% |
| All | +518.2% | +314.6% | +203.6% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling