-4.3%
MDLZ vs ZM
+37.5%
-41.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.4% |
| 7D | -1.7% | +2.9% | -4.7% | -1.8% |
| 30D | -2.1% | +0.7% | -2.8% | -2.1% |
| 3M | +1.3% | -3.7% | +5.0% | +1.3% |
| 6M | +6.2% | +29.9% | -23.7% | +5.1% |
| YTD | +15.8% | +17.4% | -1.6% | +14.9% |
| 1Y | +4.1% | +22.4% | -18.3% | +3.1% |
| All | -4.3% | +37.5% | -41.8% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling