+92.2%
MDLZ vs ZTS
+74.0%
+18.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -0.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +10.0% | +10.8% | -0.8% | +6.1% |
| 3M | +7.1% | +14.1% | -7.0% | +2.1% |
| 6M | +9.8% | +0.8% | +9.1% | +8.6% |
| YTD | +26.6% | -33.1% | +59.7% | +42.0% |
| 1Y | +20.3% | -30.0% | +50.3% | +32.6% |
| 3Y | +5.4% | -49.5% | +54.9% | +27.4% |
| 5Y | +22.2% | -60.2% | +82.5% | +59.5% |
| 10Y | +92.2% | +77.0% | +15.1% | +35.5% |
| All | +92.2% | +74.0% | +18.2% | +35.5% |
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