+74.9%
MDLZ vs ZS
+517.5%
-442.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.1% |
| 7D | -1.7% | -7.8% | +6.1% | -1.5% |
| 30D | -2.1% | +5.0% | -7.2% | -2.3% |
| 3M | +1.3% | +25.5% | -24.2% | +0.4% |
| 6M | +6.2% | +8.7% | -2.5% | +5.3% |
| YTD | +15.8% | -24.5% | +40.3% | +16.5% |
| 1Y | +4.1% | -36.7% | +40.8% | +5.4% |
| 3Y | -4.1% | +7.2% | -11.3% | -6.6% |
| 5Y | +13.4% | -40.9% | +54.3% | +11.4% |
| All | +74.9% | +517.5% | -442.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 all: compounded portfolio wealth divided by compounded ZS 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…
all analysis · Full analysis span regression · 6 months rolling