+60.6%
MDLZ vs ZM
+50.3%
+10.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.4% | +10.0% | -10.4% | -0.5% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +8.0% | -7.1% | +15.1% | +8.1% |
| 6M | +9.7% | -5.1% | +14.9% | +9.7% |
| YTD | +26.9% | +13.2% | +13.7% | +26.4% |
| 1Y | +20.9% | +15.3% | +5.6% | +20.4% |
| 3Y | +5.3% | +57.4% | -52.1% | +4.1% |
| 5Y | +21.4% | -61.7% | +83.1% | +18.6% |
| All | +60.6% | +50.3% | +10.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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