+20.9%
MDLZ vs ZETA
+259.8%
-239.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.8% | +0.6% |
| 7D | +0.1% | +6.2% | -6.1% | +0.1% |
| 30D | +10.0% | -2.0% | +12.0% | +10.0% |
| 3M | +7.1% | +21.7% | -14.6% | +6.8% |
| 6M | +9.8% | +89.1% | -79.3% | +9.0% |
| YTD | +26.6% | +59.3% | -32.7% | +25.9% |
| 1Y | +20.3% | +66.2% | -45.8% | +19.5% |
| 3Y | +5.4% | +297.3% | -291.9% | +1.2% |
| 5Y | +22.2% | +227.5% | -205.3% | +17.5% |
| All | +20.9% | +259.8% | -239.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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