+21.4%
MDLZ vs ZBRA
-45.9%
+67.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | +8.2% | -17.8% | +26.0% | +9.4% |
| 3M | +8.0% | -16.0% | +24.0% | +9.0% |
| 6M | +9.7% | +31.4% | -21.7% | +7.3% |
| YTD | +26.9% | +30.9% | -4.0% | +23.6% |
| 1Y | +20.9% | +24.3% | -3.4% | +18.2% |
| 3Y | +5.3% | +54.2% | -48.8% | -2.5% |
| 5Y | +21.4% | -46.3% | +67.7% | +27.0% |
| All | +21.4% | -45.9% | +67.3% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling