+11.1%
MDLZ vs ZETA
+241.7%
-230.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | 0.0% | -2.4% | +2.5% | +0.1% |
| 30D | -1.6% | +15.6% | -17.1% | -1.7% |
| 3M | +0.9% | +41.5% | -40.6% | +0.5% |
| 6M | +7.3% | +63.4% | -56.1% | +6.7% |
| YTD | +16.4% | +51.3% | -34.9% | +15.8% |
| 1Y | +3.0% | +65.8% | -62.8% | +2.1% |
| 3Y | -3.7% | +279.2% | -282.9% | -7.5% |
| 5Y | +15.6% | +341.8% | -326.1% | +11.1% |
| All | +11.1% | +241.7% | -230.6% | +7.4% |
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