+92.0%
MDLZ vs ZS
+604.7%
-512.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.0% | -13.7% | +12.6% | -0.6% |
| 30D | +7.9% | -14.2% | +22.1% | +8.3% |
| 3M | +8.9% | +8.5% | +0.4% | +8.4% |
| 6M | +10.5% | +30.2% | -19.7% | +8.8% |
| YTD | +27.1% | -13.8% | +41.0% | +27.1% |
| 1Y | +20.9% | -41.5% | +62.4% | +23.0% |
| 3Y | +5.5% | +10.7% | -5.2% | +2.8% |
| 5Y | +22.2% | -43.6% | +65.8% | +21.0% |
| All | +92.0% | +604.7% | -512.7% | +54.8% |
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