+22.2%
MDLZ vs ZCMD
-100.0%
+122.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | +7.9% | -29.9% | +37.8% | +8.0% |
| 3M | +8.9% | -54.9% | +63.8% | +9.1% |
| 6M | +10.5% | -99.7% | +110.1% | +12.5% |
| YTD | +27.1% | -99.9% | +127.0% | +29.7% |
| 1Y | +20.9% | -99.9% | +120.8% | +23.5% |
| 3Y | +5.5% | -100.0% | +105.5% | +8.2% |
| 5Y | +22.2% | -100.0% | +122.2% | +26.3% |
| All | +22.2% | -100.0% | +122.2% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling