+454.2%
MDLZ vs ZBRA
+1,603.2%
-1,148.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | -2.1% | -1.7% | -0.4% | -1.9% |
| 3M | +1.3% | +47.8% | -46.4% | -5.4% |
| 6M | +6.2% | +56.7% | -50.5% | -2.1% |
| YTD | +15.8% | +49.4% | -33.6% | +7.1% |
| 1Y | +4.1% | +16.5% | -12.4% | -0.2% |
| 3Y | -4.1% | +31.5% | -35.5% | -12.4% |
| 5Y | +13.4% | -38.6% | +51.9% | +15.2% |
| 10Y | +75.7% | +421.0% | -345.2% | +16.1% |
| All | +454.2% | +1,603.2% | -1,148.9% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling