+41.0%
MDLZ vs ZCMD
-100.0%
+141.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.5% |
| 7D | +2.3% | -7.7% | +10.0% | +2.3% |
| 30D | +7.9% | -34.8% | +42.7% | +8.1% |
| 3M | +7.3% | -56.3% | +63.6% | +7.5% |
| 6M | +11.7% | -99.7% | +111.4% | +14.1% |
| YTD | +28.7% | -99.9% | +128.6% | +32.1% |
| 1Y | +22.8% | -99.9% | +122.7% | +26.2% |
| 3Y | +6.6% | -100.0% | +106.6% | +10.8% |
| 5Y | +23.2% | -100.0% | +123.2% | +28.7% |
| All | +41.0% | -100.0% | +141.0% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling