+3.2%
MDLZ vs ZETA
+63.2%
-60.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | +1.4% | +10.5% | -9.0% | +1.7% |
| 3M | 0.0% | +44.3% | -44.3% | +1.0% |
| 6M | +9.1% | +59.4% | -50.3% | +10.8% |
| YTD | +17.9% | +49.5% | -31.5% | +19.9% |
| 1Y | +3.2% | +62.7% | -59.4% | +4.2% |
| All | +3.2% | +63.2% | -60.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling