+29.2%
MDLZ vs ZCMD
-100.0%
+129.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +1.3% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | +1.4% | -22.7% | +24.2% | +1.5% |
| 3M | 0.0% | -62.5% | +62.5% | +0.1% |
| 6M | +9.1% | -99.5% | +108.6% | +11.4% |
| YTD | +17.9% | -99.7% | +117.7% | +20.8% |
| 1Y | +3.2% | -99.9% | +103.1% | +6.2% |
| 3Y | -2.5% | -100.0% | +97.5% | +1.4% |
| 5Y | +17.6% | -100.0% | +117.6% | +22.4% |
| All | +29.2% | -100.0% | +129.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling