+79.0%
MDLZ vs ZTS
+54.3%
+24.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +1.5% |
| 7D | 0.0% | -4.8% | +4.8% | +1.6% |
| 30D | -1.6% | +1.2% | -2.8% | -2.1% |
| 3M | +0.9% | -6.0% | +6.9% | +2.6% |
| 6M | +7.3% | -38.7% | +46.1% | +24.0% |
| YTD | +16.4% | -40.6% | +57.1% | +35.9% |
| 1Y | +3.0% | -50.6% | +53.6% | +27.5% |
| 3Y | -3.7% | -58.7% | +55.0% | +24.8% |
| 5Y | +15.6% | -62.8% | +78.4% | +52.7% |
| 10Y | +79.0% | +56.2% | +22.8% | +41.9% |
| All | +79.0% | +54.3% | +24.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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