+6.6%
MDLZ vs ZETA
+348.6%
-342.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.5% |
| 7D | +2.3% | +18.1% | -15.8% | +2.4% |
| 30D | +7.9% | +13.6% | -5.6% | +8.0% |
| 3M | +7.3% | +23.7% | -16.5% | +7.4% |
| 6M | +11.7% | +128.5% | -116.8% | +11.9% |
| YTD | +28.7% | +80.1% | -51.4% | +29.1% |
| 1Y | +22.8% | +98.0% | -75.2% | +23.0% |
| 3Y | +6.6% | +348.6% | -342.0% | 0.0% |
| All | +6.6% | +348.6% | -342.0% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling