-3.7%
MDLZ vs ZBRA
+34.1%
-37.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.6% |
| 7D | 0.0% | +2.6% | -2.5% | 0.0% |
| 30D | -1.6% | -6.4% | +4.8% | -1.5% |
| 3M | +0.9% | +51.3% | -50.4% | +0.2% |
| 6M | +7.3% | +60.5% | -53.2% | +6.3% |
| YTD | +16.4% | +45.2% | -28.7% | +15.5% |
| 1Y | +3.0% | +12.3% | -9.4% | +2.7% |
| 3Y | -3.7% | +37.5% | -41.2% | -6.0% |
| All | -3.7% | +34.1% | -37.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling