+26.8%
MDLZ vs ZCMD
-100.0%
+126.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | -0.3% |
| 7D | -1.7% | -8.0% | +6.3% | -1.7% |
| 30D | -2.1% | -27.9% | +25.8% | -2.0% |
| 3M | +1.3% | -74.6% | +75.9% | +1.6% |
| 6M | +6.2% | -99.5% | +105.7% | +8.4% |
| YTD | +15.8% | -99.7% | +115.5% | +18.6% |
| 1Y | +4.1% | -99.9% | +104.0% | +7.1% |
| 3Y | -4.1% | -100.0% | +95.9% | -0.3% |
| 5Y | +13.4% | -100.0% | +113.4% | +18.1% |
| All | +26.8% | -100.0% | +126.8% | +35.5% |
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