+22.2%
MDLZ vs ZETA
+232.9%
-210.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.2% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | +11.2% | -8.0% | +19.2% | +11.2% |
| 3M | +6.1% | +21.4% | -15.3% | +5.9% |
| 6M | +8.6% | +80.1% | -71.5% | +7.7% |
| YTD | +25.8% | +52.5% | -26.6% | +25.0% |
| 1Y | +21.7% | +58.5% | -36.8% | +20.7% |
| 3Y | +5.8% | +281.7% | -275.9% | +0.5% |
| All | +22.2% | +232.9% | -210.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling